The Argentina international feels it is too early to say the Blancos are out of the title race, and is dreaming of success at the 2014 World Cup
The Santiago Bernabeu side currently sit third in the league table, trailing leaders Barcelona by 16 points, but Messi has insisted that the title could still be lost.
"Nothing is settled in La Liga. A few years back Madrid cut our lead drastically. We know you can never write them off," Messi said in an interview with ESPN.
"We need to continue as we are doing and not make the mistake of relaxing."
The prolific attacker then went on to discuss his ambitions with Argentina, and admitted that he dreams of 2014 World Cup glory and hopes fans can support the national side.
"Nothing could compare with winning the World Cup with Argentina. To see everyone lauding the national team would be the best thing.
"Criticism hurts individuals. Being together makes a difference and that is missing for Argentina."
Argentina currently top the 2014 World Cup Conmebol qualification section with 20 points from nine games.