The 25-year-old stunned Camp Nou chiefs by agreeing to make a big-money switch to PSG, who handed over £198m to trigger the player's mammoth release clause.
Xavi and Neymar were both present for Messi's big day in July, shortly before the world-record transfer went through, and the former Spain international claims that it was made clear that day the forward would not be sticking around in Catalonia.
"He said to us at Messi's wedding that he wanted to change," BBC Sport quotes him as saying. "I said to him: 'But, why?' [He said] 'I'm not happy in Barcelona, I prefer [to] go out, to have a new experience at Paris Saint-Germain.
"Finally, it was his decision. We must respect it. I think with Neymar and Kylian Mbappe, PSG have a great chance to win the Champions League this season."
Xavi also confirmed previous reports that he discussed a move to Manchester United earlier in his career, but instead opted to remain at Barcelona.