Messi fired a warning shot to World Cup rivals after scoring all five of his team's goals in a 5-0 friendly victory over Estonia.
The win followed Argentina's impressive 3-0 Finalissima triumph over Italy at Wembley - Messi's second piece of major silverware with the national team.
Before the weekend, the Paris Saint-Germain forward had only scored five goals in a single game once. That took place back in 2012 with Barcelona thrashing Bayer Leverkusen 7-1.
Messi posted on Instagram: "We could not close the season better. We won the Finalissima and today we added more minutes preparing for the World Cup.
"Thanks again to everyone who came to the field and to those who follow us from a distance. We're going to rest for a few days and we'll be back very soon!"
Argentina have been drawn in Group C for this year's World Cup in Qatar, alongside Saudi Arabia - whom they play first on November 22 - Mexico and Poland.
Ronaldo on form as Portugal thrash Switzerland
Manchester United's Cristiano Ronaldo was also on top form as his brace helped Portugal to a 4-0 thumping of Switzerland in Lisbon.
The forward scored twice in four minutes as he improved his goal tally for Portugal to 117 goals.
William Carvalho and Joao Cancelo were also on target as the 2016 European Champions picked up their first victory of the new UEFA Nations League campaign.
Portugal are in Group H for the 2022 World Cup, alongside Ghana, Uruguay and South Korea.