Messi only scored once in Russia and is still yet to net in the knockout stages of a World Cup.
Widely considered one of the greatest players ever, the Barcelona star is still looked upon unfavourably by many in his homeland compared with Diego Maradona, who led Argentina to World Cup glory in 1986.
Messi turned 31 last week and his best chance of ending Argentina's 25-year wait to win a major tournament may now be gone.
Here, AFP Sport looks at Messi's biggest disappointments with Argentina.
World Cup 2018
Messi's World Cup got off to the worst possible start when he missed a penalty in Argentina's opening game, which ended in a disappointing 1-1 draw with tournament debutants Iceland.
He was then largely bypassed in a 3-0 thrashing by Croatia that put Argentina on the brink of an embarrassing group-stage exit.
Messi did ride to their rescue with a superb opening goal to help squeeze past Nigeria 2-1 to set up the meeting with France.
But despite setting up two of his side's three goals, Messi could only watch from afar as 19-year-old Kylian Mbappe exposed Argentina's fragile defence by scoring twice and winning a penalty in a seven-goal thriller in Kazan to announce himself as a potential successor to Messi as a global superstar.
Copa America Centenario 2016
Not prone to showing his emotions, Messi sobbed uncontrollably after blasting his penalty over the bar as Argentina lost a second Copa America final in as many years in a shootout to Chile.
In the aftermath, with emotions running high, Messi announced his retirement from international football on the back of three final defeats in three consecutive years.
"I've done all I can. It hurts not to be a champion," Messi said at the time.
Less than two months later he reversed that decision. "We need to fix many things in Argentinian football, but I prefer to do this from inside and not criticise from outside," he said.
Messi almost single-handedly carried Argentina through a troubled qualifying campaign, but that ultimately only delayed another bitter disappointment.
World Cup 2014
The first of those three final defeats came on the biggest stage of all and by the finest of margins in Brazil four years ago.
Messi scored four goals and converted his spot-kick in a semi-final shootout against the Netherlands to lead Argentina to a first World Cup final in 24 years.
However, at the end of a rare injury-plagued season at Barcelona, he was limited to short bursts of energy to try and change games and ultimately ran out of steam in a 1-0 extra-time defeat by Germany.
Messi had one great chance that he would normally bury on his left foot that slipped just wide, but even winning the Golden Ball for the best player of the tournament did little to dim the pain of getting so close to the holy grail of following in Maradona's footsteps.
World Cup 2010
Fresh from being crowned as the world's best player for the first time, Messi arrived in South Africa as the star attraction of a top-heavy Argentina under Maradona's management.
Early on, the Albiceleste's sheer firepower proved too much as they eased past Nigeria, South Korea and Greece in the group stage before beating Mexico 3-1 in the last 16.
Messi failed to get on the scoresheet, but was still pulling the strings for Gonzalo Higuain, Carlos Tevez and Sergio Aguero.
Yet, Maradona's lack of tactical nous was finally exposed as a young Germany side that would reach its peak four years later ran riot 4-0 in the quarter-finals in Cape Town.