Diego Tardelli marked his debut in style by scoring in both halves to help the Selecao beat their South American rivals in what was the 100th meeting between the sides.
Messi spurned the chance to equalise when he missed a first-half penalty, and the Barcelona ace admits that it proved a decisive moment.
"The match was defined by two errors," he told TyC Sports.
"First the bad clearance, which cost us a goal, and then I could not get the penalty. If I had converted it, it would have been a different game.
"They [Brazil] wanted to defend and go out on the counter, and at 2-0 there were already spaces."