While the star forward has been criticised for his performances, Scaloni said he was satisfied with Messi's displays.
"We are used to him scoring three goals each game or dribbling past five opponents," he told a news conference.
"We are asking for something else. We are more than satisfied with his work. He has embraced the workload, he is our flag-bearer."
With Argentina into another semi-final, the Copa America is shaping as a great chance for Messi to win his first senior trophy with the national team.
Scaloni said his squad, who are coming off wins against Qatar and Venezuela, wanted to deliver for Messi.
"The players love Messi so much that sometimes they say they want to win the tournament for him," he said.
"The best player in the history of football is missing a title with Argentina, but we all want to win, not just him."
Messi scored their only goal in those opening performances, netting from the penalty spot to equalise after Paraguay had taken a first-half lead.
The Barca talisman has not got on the scoresheet since then, though, and Latauro Martinez has been La Albiceleste's top scorer with two goals.
Sergio Aguero and Liverpool linked Giovani Lo Celso have also found the target, giving Scaloni no shortage of options up front.
Lo Celso has previously insisted it was a pleasure to play alongside Messi, despite the 32-year-old still searching for a first major trophy with Argentina.
The La Liga legend's presence in Scaloni's starting line-up has meant Paulo Dybala is yet to start a Copa America game this year, with some calling for the Juventus playmaker to feature alongside Messi.