The 63-year-old thinks the Argentine is the best player in the world, but feels the award should have gone to a player who helped his team to a trophy
The Argentina star won the accolade for the fourth year in a row in January, securing 41.6 per cent of the vote ahead of the other two leading candidates Ronaldo (23.68%) and Iniesta (10.91%).
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Wenger, who did insist the Barca man is the best player he has ever seen, believes that the attacker should not have won the award this time around though.
The 63-year-old suggested the fact that the Argentine did not win anything should have counted against him, while stating he is "more a fan of collective sport" and may have therefore voted for Iniesta or one of the Real Madrid stars.
When asked if Messi would have got his vote in an interview on the club's official website, the Frenchman replied: "No, not this year.
"For me Messi is certainly the best player I have ever seen in the game, but I believe that this year he has really been rewarded for what he did individually, rather than what he won for his team.
"For once he has not been in a team that won absolutely everything. He did not win the Champions League, he did not win the Spanish league and he didn’t win anything with his country, but individually it’s true he had an exceptional year, scoring 91 goals.
"I believe he has been rewarded for that, but for me I’m more a fan of collective sport, so I feel people like Casillas, Ronaldo – who won the championship – and especially Iniesta deserved it more.
"He’s always number two or three, but he won the European Championship with Spain – he could have deserved it this year."