Mario Gotze's extra-time strike was the difference between the sides after Messi, Gonzalo Higuain and Rodrigo Palacio had missed golden opportunities in each half of the encounter.
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But Messi is insistent that Argentina displayed their quality in Brazil and already has his eyes set on further success with the national side in the future.
"We gave everything we had and we couldn't achieve our goal. But we gave joy to our country by reaching the final," the Albiceleste captain said.
"When we travelled to Brazil, there were a lot of doubts around us from the people and the media, but it made us stronger than ever. We want to keep working to give more joy to the country."
Argentina coach Alejandro Sabella, who revealed during the tournament he would step down at the end of the competition, echoed the sentiments of his star player by expressing his pride at leading his country to the final.
"I'm part of the 40 millons Argentines, I'm not above them," he added. "I'm really proud of this group, they've put their body and soul into every match, every action.
"That's what made people so enthusiastic: they realised that everybody on the team was going to do that."