A pre-tournament favourite, the South Americans fell to one of the biggest upsets in World Cup history as Saudi Arabia scored twice early in the second half to earn a stunning victory.
Saudi Arabia are the second-lowest ranked team in the tournament, made up of players who all play in their domestic league, but Messi insists Argentina did not take them lightly.
He told reporters: "We knew they were a team who would play if we let them...They did not surprise us, we knew they could do that."
Argentina vs Saudi Arabia FIFA World Cup 2022 Qatar | Group C Match | 22nd November 2022
He continued to Argentina media: "It's a situation that this group of players has never been through, it's been a while since we suffered such a tough blow, we didn't expect to start like this."
Messi opened the scoring with an early penalty and soon after had a second ruled out for offside. Strike partner Lautaro Martinez then had two of his own flagged by the assistant referee before half-time.
But Argentina had no answer to Saudi Arabia in the second half, telling Todo Noticias: "In five minutes of mistakes that we made, we went 2-1 down and then it was really tough and we lost organization and started punting the ball."
Argentina now have to focus on beating Mexico and Poland in their next group games in search of the only major title that has eluded Messi in his otherwise glittering career.
"Obviously we have to win or win now. It's up to us to fix what we did wrong and get back to the basics of who we are," said Messi, whose team had been on a 36-match unbeaten run prior to the shock result at the Lusail Stadium in Qatar.
"We're OK, obviously hurt by the result, very bitter. But people must trust that this team will not let them down and we are going to go for it in the next two games. We've played games of this nature before and we're going to perform well.
"Now's the time to be more united than ever, to show how truly strong we are."
Additional reporting by Reuters.