The Argentina star admitted that he does not want to see his friend join up with the Blancos next season
Neymar moved to Paris Saint-Germain last summer in a record-breaking €222 million (£195m/$263m) transfer, but rumours have swirled around his future all season.
The 26-year-old is reportedly unhappy in France and has been linked with Manchester United, as well as a shock move to Real Madrid
Messi starred alongside Neymar for four trophy-laden seasons at Camp Nou, and confessed it would be difficult to see his friend join Barcelona’s fierce rivals.
“It would be terrible because of everything that Ney means to Barcelona,” Messi told TyC Sports.
“Although [Neymar’s time in Barcelona] ended the way it did, he won important titles here, he won the Champions League, he won La Liga.
“If he ends up in Madrid it would be a tough blow for us and for all of Barcelona.
“And on a football level, it would make Madrid much stronger than they already are.”
Though Barcelona won La Liga and the Copa del Rey this season, Madrid will go for their third straight Champions League trophy when they face Liverpool in the final on May 26.