Messi completed his 33rd LaLiga treble with an outrageous chip that beat Pau Lopez and clipped the crossbar to seal a 4-1 victory at the Benito Villamarin on Sunday.
The Barca captain was rewarded by a stunning response from the home fans, who showed their appreciation for a virtuoso display from the Argentina great.
"The truth is that I do not remember it [happening before]," Messi said to Movistar after scoring his 33rd LaLiga hat-trick.
"I am grateful for the response from the fans. Whenever we come to this stadium they treat us very well, very grateful and happy for the victory, which was very important.
"Great goals, but above all the important thing was to get the three points. It was a very good opportunity to increase the distance, we knew the Atletico Madrid result and we could not fail."
A new club record for the number of wins in a Barça shirt!— FC Barcelona (@FCBarcelona) March 17, 2019
And he does it by scoring a hat-trick!
Messi, you BEAUTY! pic.twitter.com/pGgBCDCSev
Barca had only 43.9 per cent possession, their lowest figure recorded since Opta began tracking such data for the 2004-05 season.
"We played against a team that treats the ball well," Messi added. "Tactically it was perfect and we did not suffer, just the opposite.
"We have to adapt, there are specific moments and games and we have to be prepared for everything, good things will come."
Ernesto Valverde's men are highly likely to defend their title after stretching their lead at the top of the table to 10 points, but Messi is taking nothing for granted.
"It depends on us, there is still nothing decided," Messi, who set a record for playing in Barcelona wins, continued.
"We have a good advantage, but there are many points left and we have to play as usual without giving anything away."