The 32-year-old has struck a stunning 432 times across just 466 appearances in Spain's first division to claim a record that will take some beating.
Messi's next closest rival for the milestone is long-time foe Cristiano Ronaldo, who scored 311 goals over his nine years with Real Madrid.
Along with the overall record, the Barca attacker has also finished as the competition's top scorer for an individual season six times - level with Athletic Club legend Telmo Zarra.
While Messi's list of records is long, he stressed that being La Liga's all-time leading goalscorer is one he holds particularly dear.
"The La Liga goalscoring record is something very important and meaningful," Messi told La Liga on DAZN.
"Some spectacular players have played in this league, the best in the world, and to be the highest goalscorer in this league, with what La Liga represents, is special. I think that it’s one of the nicest records that I hold.
"I’ve spent many, many years in this league, many seasons. I don’t know if any other striker has been here as long as me. It’s helped me to continue growing in terms of goals, and it’s an honour to be part of the history of La Liga."
Messi has continued to extend his goalscoring record this season, with the Argentine netting 13 times across his 14 La Liga appearances for Barcelona.
That strong return in front of goal sees him lead the competition's golden boot race once again with Karim Benzema (12) and Luis Suarez (11) his nearest opposition.
Messi must therefore find a way to score under yet another manager with Setien admitting he's not completely certain how to handle such a player.
"I'm still not entirely conscious of what it means to coach the best player in the world," he said.
"One thing is admiration and another thing is that everyone has to be in their place."