Argentine admits Gunners star 'truly worried' Barca last season
The two sides lock horns at the Emirates Stadium on Wednesday night in the first leg of the double header between two teams.
The 2010 Ballon d'Or winner recalled the last time the two clubs met on the European stage - last season - when the England international came on as a substitute and helped the Gunners to a 2-2 draw at the Emirates.
"I can only speak from experience but he was one of the most dangerous players I have ever played against," Messi said, according to The Telegraph.
"Barcelona players are not scared easily but I can tell you that when we played Arsenal last season he truly worried us."
He added: "When we were playing Arsenal at the Emirates we were so in control of the game at 2-0, with all respect Arsenal were not even in the game.
"Then Theo came on and changed the game. He pretty much single-handedly salvaged a draw that night."
Walcott managed to assist Nicklas Bendtner score a goal at the Nou Camp in the reverse leg last season, but Messi bagged four goals and cut short Arsenal's progress in the Champions League.