The Argentine is still annoyed by the manner of the Blaugrana's defeat and the penalty he missed at a crucial stage of their second-leg clash with the Blues
The Blaugrana dominated possession and territory in both legs but the defending champions ultimately bowed out 3-2 on aggregate, with their talismanic No.10 failing to score in either game and missing a crucial spot-kick at Camp Nou.
Barca also lost their Spanish title to Real Madrid last season, but Messi has revealed that the loss to Chelsea continues to bother him.
"I missed out winning La Liga and the Champions League, but I was more angry about the Champions League because it was unfair; because I missed a penalty," the Argentine told reporters on Tuesday.
"I'm very happy with the season I had. But we were angry about not getting the Champions League - we were close and we were very angry.
"But we will fight for more titles next season and the national team will look to secure a place in World Cup."
Messi, who is currently preparing for his country's upcoming qualifier with Ecuador, is in no doubt that Barca will be in a position to reclaim their European crown even though Pep Guardiola has now been replaced at the helm by assistant coach Tito Vilanova.
"It's not easy to replace Pep after all that we have done, but I have known Tito since I was a kid and I know what we can expect from him," the forward reasoned.
"We have done everything together with Guardiola over these four years and hopefully things will continue in the same way."
Messi hit a record-breaking 73 goals last season but there are those that believe that Real Madrid's Cristiano Ronaldo will win this year's Ballon d'Or if he shines at Euro 2012.
"I do not know, or think about it," the Rosario native insisted. "January is a long time away from now and we have many more important games to play, including the game against Ecuador.
"Then there are titles with Barcelona and with the national team, so no, I have not thought about it."
Argentina's World Cup qualifier against Ecuador takes place in Buenos Aires on June 2.