Last August, PSG paid Barcelona a record transfer fee of 222 million euros ($263 million) for Neymar, who reportedly started talking about leaving the French club after they were eliminated from the Champions League by Real Madrid.
However, the 30-year-old does not think he has to move to another league before retiring in order to prove any doubters wrong.
Messi and Neymar had four trophy-laden at Camp Nou but the Argentian admits it would be tough to see Neymar at their rivals, telling TyC Sports: 'It would be awful because of everything that Ney means to Barcelona.
"It would be awful [if Neymar moved to Madrid] because of everything he means to Barcelona", Messi said in an interview with Argentina's TyC Sports.
To finish at Real Madrid would be a big hit to us ...
'And on a football level, it would make Madrid much stronger than they already are'.
The 33-year-old forward missed Saturday's 6-0 La Liga victory over Celta Vigo - and the 3-2 win over Sevilla in the previous match - with an ankle injury sustained in the 2-2 draw at Barcelona earlier this month. "It's the best team in the world, the best city, and my children already have friends [there]".
He added: "I am not tempted to leave Barcelona".
They categorised "technical gestures" employed by players in six different areas of the game, namely: shooting, take-ons, recoveries, rigour, distribution and chance creation, and analysed them on whether they positively correlate to the results of the team.
And the Egypt global, who will compete in the World Cup in Russian Federation this summer, has subsequently been linked with a potential exit from Anfield, with Real sure to be potential suitors.
Madrid will be looking to lift the Champions League for the third year in a row in Kiev, whereas Liverpool are bidding for their sixth European crown. "I want to win LaLiga and the Champions League together".
"I don't need to go to another team to show anything to anyone", he said. "We want to overcome that barrier", he said.