Messi had hoped for a second consecutive World Cup gold medal with Argentina. But instead the final ended in a 1-0 loss after Ferran Torres scored for Spain.
On Instagram, Messi writes that he feels enormous pain.
"It will take a long time before this wound can heal. But I choose to focus on the positive. The games we turned around from a deficit will always be there. The support of an entire country. Together we could once again be among the best nations in the world," writes the striker.
Messi, who scored eight goals in the World Cup, also congratulated Spain on the gold.
Messi previously said that this year's World Cup would be his last. The 39-year-old has not yet made any announcement about continuing to play for the national team.
