The Argentine has won the Ballon d'Or the last three years and could win the award for the fourth consecutive time, having enjoyed a 50-goal term.
While he admits his admiration for Messi and other attacking players, Sagnol has revealed his frustration at the lack of defenders being considered for the accolade.
"If you look at it in terms of pure quality and talent, then Messi is untouchable," said Sagnol. "It's a little more open if you bring club and national team results into it, though when it comes down to natural talent there's no-one who's at Messi's level.
"The FIFA Ballon d'Or has always gone to attacking players, and as a defender I've never found that frustrating.
"Football is a sport that is there to make people dream, and that's something a defender can't do, which is normal in my mind. The Ballon d'Or should go to players who can do that, Lionel Messi can make people dream, and Cristiano Ronaldo too. Those are the players it should go to."
Sagnol won the Champions League with Bayern Munich in 2001.