Messi will be playing at his fifth World Cup, having featured at the 2006, 2010, 2014 and 2018 editions of FIFA's flagship tournament.
The closest he has come to winning the tournament was in 2014 when Argentina lost 1-0 to Germany in the final in Brazil.
The seven-time Ballon D'or winner has played 19 games at the World Cup, scoring six goals and providing five assists.
Now a veteran at the age of 35, Messi will be in his 40's by the time the next World Cup in USA, Canada and Mexico rolls around in 2026.
Messi is still performing at the highest level for Paris Saint Germain but he knows his body could give up on him in four years time.
"It's my last World Cup, surely," Messi said to ESPN.
"I'm counting down the days to the World Cup. There is anxiety and nerves at the same time. Wanting it to be now, what is going to happen, and ultimately, how is it going to go?"
Argentina will head into the tournament as South American champions following last summer's Copa America win but Messi believes his side are not favourites for the trophy.
Argentina are in the same group as Saudi Arabia, Poland and Mexico.
He added: "We are not the top favourites. I think there are other teams that are above us today.
"We arrived at a good moment because of how things turned out and with a very strong group. Afterwards, in a World Cup anything can happen, it's very difficult. The favourites are not always the ones who end up winning.
"I see similar things from the group with the one from 2014. We can't wait to get together."
