"I would have loved Neymar to have rejoined the club," Messi was quoted by Marca as telling to Sport.
"Honestly, I don't know if Barcelona did everything possible to ensure his return. However, it is certainly true that negotiating with PSG isn't easy.
"On a sporting level, Neymar is one of the best in the world. The club would also have taken a leap in terms of the level of image rights and sponsors," the Argentine said.
Neymar cost PSG a world record 222 million euro in August 2018 when he joined the French club from Barcelona.
Asked if he had a say in Barcelona thinking to bring Neymar back, Messi said: "I never asked for the signing of Neymar. All I did was give my opinion.
"I'm not disappointed (that he didn't sign). We have a have a spectacular squad, which can compete for everything, even without Neymar."
There was a lot of talk over Neymar -- who hasn't had the greatest of time at PSG -- returning to Barcelona where he enjoyed a great partnership with Messi and Luis Suarez.
Messi was also asked about his future at the Spanish club, to which he trashed recent revelations over a clause in his contract that will allow him to leave Barcelona at the end of the season.
"This is my home and I don't want to leave. But I want to win," Messi said.