Van Dijk beat the Argentine forward to the UEFA men’s best player accolade last month but failed to overcome stiff competition from the 32-year-old this time around.
And showing no disappointments, Van Dijk believes he cannot be compared to the five-time Ballon d'Or winner.
“The people who vote made a decision and you have to accept it," Van Dijk told reporters.
"That's just the case and as players you can't compare me and Messi because it's totally different.
"I'm very proud to be here."
“Disappointed? You can't be disappointed," he said.
“I'm just very happy to be here, to be in the team of the year, after the hard work and the good work we put in last year.
"Today, I unfortunately didn't win but I'm not disappointed.”
Despite losing the award to Messi, Van Dijk is still a favourite figure to win the highly-rated Ballon d'Or award which is yet to be held.
The Dutch centre-back was a pivotal figure when Liverpool won the Champions League last season as they also missed out on the Premier League title to Manchester City by just a point.
Van Dijk, who joined Liverpool from Southampton in 2018 for a fee believed to be in the region of £75 million has enjoyed successful stint at Anfield as he featured thirty-eight times, scoring 4 goals with two assists.
In a scintillating spell at Anfield, Van Dijk has been a master commander at the heart of Liverpool’s defence as the Reds currently top the Premier League table with 18 points after six games, five points ahead champions Manchester City.
Returning from a crucial win against Chelsea at the Stamford Bridge on Sunday, Liverpool are expected to face MK Don’s in the EFL Cup on Wednesday before they travel to Sheffield for their next Premier League game three days later.
