The Argentine international says the duel with his Real Madrid counterpart is made up by the media, though he hopes a team-mate wins the Ballon d'Or
The 25-year-old Argentine striker has been speaking to the media ahead of Argentina playing Germany in a friendly on Wednesday evening in Frankfurt.
And when asked about his nomination for the Ballon d'Or and his relationship with the Madrid attacker he dismissed speculation that there is any animosity between the pair.
"With Cristiano [Ronaldo] there's no problem. It all comes from the media. I've never competed with Cristiano or fought against him," the 2011 winner told Ole.
"There is no kind of anger between us, only respect, but I would love for Iniesta or Xavi, who have for many years attained many important achievements such as the World Cup and European Championship, to win it should I fail.
"Obviously Ronaldo, who is a great player, as well as [Iker] Casillas, have naturally been discussed in the race for the prize too, but my friendship with both my team-mates presides."
The record-breaking Messi has already been named beside Iniesta and Ronaldo as the three finalists to win the Uefa Best Player in Europe Award.