Vincenzo Montella's side meet Barcelona at the Wanda Metropolitano on Saturday in a repeat of the final of two years ago, which the Catalans won 2-0.
Sevilla had looked set to be the first team to beat Barca in La Liga this season last month, only for substitute Messi to inspire a dramatic late comeback and seal a 2-2 draw at the Ramon Sanchez Pizjuan
And Mercado accepts there will not be many ways for him to stop his Argentina team-mate if he wants to avoid causing anger back home ahead of the World Cup.
"If I smack him, I can't go back to Argentina!" he told AS.
"You can't stop Messi by fouling him; you put one in on him and he just gets up and carries on, wanting to play football. His only thought on the pitch is how to hurt the opposition and score.
"He is the best in the world, beyond doubt. He pops up all over the pitch, scores goals, lays them on for his team-mates…
"We're going to have a lot of work to do in defence and we'll have to play to perfection. But we are dreaming of winning the cup and nobody's going to take it from us easily."
Messi has netted 39 times in 49 games in all competitions this term, and tops La Liga's goal and assist charts with 29 and 12 respectively in the top flight.