Argentina beat Bosnia-Herzegovina 2-1 in their opening game at the World Cup thanks to a superb strike from Messi, who also netted a wonderful winner in added time to give Alejandro Sabella's side a 1-0 victory over Iran in their next match and hit two of the team's three goals in the 3-2 win over Nigeria on Wednesday.
All three wins have come by a single-goal margin, with Messi the key protagonist and man-of-the-match on each occasion, leading to further talk of a "dependence" on the Barcelona forward.
But Gago said: "You have to enjoy a player like Messi. He can win a match for you all on his own. But I don't know if it's dependence, He's the best in the world and you have to take advantage of that in every sense."
Speaking at a press conference after training in Belo Horizonte on Thursday, the 28-year-old added: "Others create spaces; Messi exploits them."
Argentina face Switzerland in the last 16 of the World Cup next week and Gago believes Ottmar Hitzfeld's side will represent a tough test in a tournament full of surprises.
"We have seen there are no favourites in this World Cup," he said. "Look at Costa Rica, for example... Switzerland are a very difficult rival, a European team with fast players. It will be tough."