La Selecao eased past their South-American rivals 2-0 thanks to a double from debutant Diego Tardelli, and their number one thwarted Messi from 12 yards in the first half.
"I have studied the way Lionel Messi takes penalties," Jefferson told Globo.
"I waited until the very last second to dive, so the penalty taker has less chance. He took it on his best side, and I was very happy to save it."
Brazil's victory in Beijing was the 100th meeting between the two sides.