The Barcelona forward says the pair enjoy a healthy relationship, while responding to accusations that the Blaugrana's style of football is no longer entertaining
The pair had a heated discussion on the pitch during a win over Granada earlier this season, when the latter opted to shoot rather than pass to the Ballon d'Or winner, leading to rumours of a breakdown in their relationship.
"There are many things happening on the field in every team," Pedro told Marca.
"Sometimes he [Messi] shoots and we complain too. Messi and Villa? People talk too much, we laugh at these kind of things."
The Spain international also expressed his delight after scoring twice in his country's 5-1 victory over Panama on Wednesday.
"I’m very happy, not for me but for the team," he said. "I feel more comfortable in every game and every time I play more minutes.
"I'm luckier with Spain than with Barcelona. I feel good in both teams, but it seems I'm luckier with the national team.
"I had an inconsistent season [in 2011-2012]. I had injuries, [played] few minutes and I didn’t feel confident. I thought I’d never be the same again, but I kept working and things are fixed now."
The winger, who is waiting for his first son to be born, went on to praise Messi and responded to suggestions that the Blaugrana's style of football is no longer entertaining.
"Playing by his [Messi's] side is a privilege. I’ll tell my son about him. The one who could do things that nobody else could," Pedro added.
"It’s hard for us. We are supposed to play a nice and technical game. We believe in our style and we think that’s the best for football. Most people agree."