Already on the brink of securing the LaLiga title, Barcelona are firm favourites to wrap up the first leg of a domestic double at the Wanda Metropolitano on Saturday.
Yet Ernesto Valverde's side were given a fright against Sevilla when the sides met in league action last month, with Messi coming off the bench to inspire a dramatic comeback in a 2-2 draw.
Montella has warned his Sevilla players they cannot allow the talismanic forward to shine again this weekend if the underdogs are to cause an upset in the Spanish capital.
"They have almost won it, so they are favourites but we have to think about ourselves and our attitude and quality and skills. We have to think how to face Barcelona that way.
"I also think that Messi is an alien. I hope he will be that high tomorrow instead of on the Earth. We have to try to avoid him receiving the ball.
"We've seen that it is possible to win against Barcelona, but for this to happen we have to be focused throughout the whole game and not lose concentration at any moment.
"I'm hoping for a balanced game, one that will be decided by smaller details, keeping us in the running."
The experience of overcoming the odds in Europe, coupled with their performance against Barcelona in the league, gives the squad added confidence they can spring a surprise, according to captain Sergio Escudero.
"We've been doing a good job and we come with the mentality of believing we can win in the final," Escudero said at Friday's pre-match media conference.
"Everyone makes Barcelona favourites but we've already shown we can do them a lot of damage. When the team is together and united we can beat anyone."