The superstar forward is yet to provide a goal or an assist at the showpiece event, and Jorge Sampaoli's men need a win over Nigeria Tuesday to have any chance of reaching the last 16.
But Alba defended Messi, who is still searching for his first senior trophy with Argentina.
"I can't imagine it. He is being criticised and I don't understand it at all," he told Marca .
"Argentina is immensely better with him than without him. They should be proud to have Messi in their national team.
"He is a unique player, who unfortunately hasn't won the three finals he has played with Argentina and that isn't easy.
"You have to admire what he has done for his national team."
Argentina are bottom of Group D on one point, but a win over Nigeria on the final matchday could still see Messi and company through to the last 16 .