Messi has claimed every trophy available at club level with Barcelona, including three Champions League titles.
His record with Argentina is less impressive, with two successive World Cup exits at the quarter-final stage in 2006 and 2010.
The 25-year-old has admitted that he values achieving success with Alejandro Sabella's side ahead of individual honours, with the striker focussed on settling a score in Brazil next year.
He told Corriere della Sera: "Between a fifth Ballon d'Or and a World Cup with Argentina, I'd want the latter, without a doubt.
"I'm missing a World Cup, it makes me sad."
Messi was summoned to appear at a Spanish court to testify against allegations of tax fraud earlier this week, but at this stage is yet to be officially charged.