The Juventus trainer was in good spirits as he offered his own extreme solution as to how to prevent the Barcelona playmaker from causing a team problems
The 43-year-old made his comments after he was asked about AC Milan's upcoming Champions League tie against the Liga leaders, whilst also revealing his support for the Rossoneri, arguing it would be good for Italian football if they progress.
"How do you stop Messi? With a gun!" he told reporters after winning the Panchina d'Oro (Serie A's coach of the year) award.
"I hope that Milan go through. I support all Italian clubs in Europe, especially since we need to start picking up coefficient points."
The former Atalanta trainer also admitted Milan could challenge for the league title this season, despite being 11 points behind Conte's outfit at the top of the table.
He revealed the signing of Mario Balotelli coupled with an upturn in results could see them mount a late challenge.
He added: "Milan, with Balotelli, can win the Scudetto as soon as this season. The championship is still long."
Conte was also questioned on Milan coach Massimiliano Allegri's comments that the tactical advice he gets from club president Silvio Berlusconi was "genius", and joked Juventus president Andrea Agnelli was not as forthcoming with words of wisdom.
He added: "Berlusconi? Andrea Agnelli, fortunately, never gives me any suggestions."