Messi joined the Paris club on a two-year deal after talks with Barcelona for a new contract stalled due to LaLiga's financial fair play rules.
And expected to partner with Mbappe and Neymar upfront, PSG will hope to win a first Champions League title this season.
Mbappe, who is in his final year of his contract has been linked with a move away from PSG and Real Madrid are said to be pushing for the signature of the pacey forward.
But Nasser al-Khelaifi has debunked speculations linking their wonderkid away from the club as he insists the 22-year-old is going nowhere.
"Kylian is a Parisian, he's very competitive. He said he wanted a competitive team," Al-Khelaifi said. "Now there's no-one more competitive than us. He has no reason to do anything else," other than stay, he added.
Mbappe wanted to exit PSG for a new challenge when he told Canal Plus in May that he wanted to be at a place where he "could really win, where there is a solid project."
The former Monaco player is yet to sign a new deal at the Parc des Princes whiles his teammate Neymar had already signed a contract extention that will keep him at the club until 2025.
Messi is yet to have a pre-season exercise since winning the Copa America with Argentina on July 11, his first major trophy with La Albiceleste.
The six-time Ballon d'Or winner is unlikely to make his debut in this weekend's league when PSG face Strasbourg.