Barcelona have lost three of their last four games in all competitions, but Messi has targeted the weekend clash with Deportivo La Coruna as "key".
"We're hurting from the recent defeats, but we'll get over it," Marca quotes Messi as saying. "We have to work a little harder. We know exactly what the problems were in these defeats, but that stays in the dressing room.
"I hope we can stage a comeback in the match with Milan. Just like they won over there, we can win here in Barcelona.
"We all know that we have to work a little harder. We have a key game coming up to turn things around."
The second leg with Milan takes place on Tuesday at the Camp Nou.