The 49-year-old trainer has spoken of the importance of the player being involved in a more calm atmosphere and said that Europe could be the way out
The 20-year-old prodigy has pledged his future to the Copa Libertadores winners until the expiry of his contract in 2014, despite reported interest from Real Madrid, Barcelona and Chelsea.
Menezes has applauded Neymar's choice to delay his move to Europe, but said that the decision may come at a price.
"With regards to his atmosphere and the sense of belonging, him staying in Brazil is great," he told Globoesporte.
"But for a final development, for him to gain more respect, it would be important to play in Europe.
"Being there, there is no need for him to expose himself so much. The fact that he stayed in Brazil demanded contracts which took a lot of time to be drawn up.
"People see that he is exposed. You need to execute all three aspects well - training, eating and resting - in order to be fine."
Kaka has been in good form for Real Madrid in recent weeks, but Menezes was noncommittal when asked about the 29-year-old's chances of returning to the national team.
"It is better to wait a bit to see if things get back on track, to see if his appearances are good against all kinds of opponents," Menezes noted.
"He is a player who is returning from a long spell on the sidelines. There is no need to expose him."