Messi moved to Spain from Newell's Old Boys at the age of 13, but his "very shy" nature "took him time" to settle, according to Pique.
"I remember that during the first few months Leo didn't fit in that well. He sat on his own in the dressing room," Pique, who played for Manchester United before returning to Barcelona in 2008, told Jot Down.
"The rest of the team, we'd all known each other for ages and he'd just arrived, not just from another country, but from another continent.
"He hardly spoke, he was very shy and it took him time. I guess he needed space."
Messi stepped into the Barcelona first team in the 2004-05 campaign.