Martino took over at the Camp Nou in July after then boss Tito Vilanova left the Spanish champions having suffered a cancer relapse.
Messi told FourFourTwo: "Every coach has his own ideas.
"We had Tito but maybe we didn't see any differences with [Pep] Guardiola's style because he was working besides him and most of the squad already knew his style.
"But now with Tata, who came from outside the club, we can feel the difference."
Barcelona's 25-match winning run at home in La Liga was ended on Saturday after a 3-2 defeat to Valencia.