Setien lasted just seven months in the Camp Nou dugout after replacing Ernesto Valverde in January this year.
The former Real Betis boss was dismissed after Barcelona lost their La Liga crown to rivals Real Madrid and got humiliated 8-2 by Bayern Munich in the Champions League quarterfinals, with former Netherlands manager Ronald Koeman taking his place.
Having got the chance to work with the six-time Ballon d’or winner, Setien has admitted that while Messi is undoubtedly one of the game’s greats, there is another side to his personality that is difficult to manage.
"I think Messi is the best of all time," Setien told El Pais. "There have been other great players who have been great, but the continuity that this boy has had throughout the years has not been had by anyone.
"Leo is difficult to manage. Who am I to change him! If they have accepted him as he is for years and have not changed him.
"There's another facet beyond just the player and it's more difficult to manage. Much more difficult. It's something inherent in many athletes that can be seen in the Michael Jordan documentary ['The Last Dance']. You see things you don't expect.
"He's very reserved but he makes you see the things that he wants. He doesn't talk much."
