The Argentina international will join Inter Miami when his Paris Saint Germain contract expires this summer.
Messi had much more lucrative offers from Saudi Arabia but has chosen to join the side co-owned by David Beckham.
The 35-year-old had the chance to return to Barcelona but their financial situation made it impossible.
This will be the first time Messi will be playing his club football outside of Europe.
In a joint interview with Spanish outlets Mundo Deportivo and Sport, Messi said: "I made the decision that I'm going to go to Miami. I still haven't closed it one hundred per cent. I'm missing some things but we decided to continue on the path. If the Barcelona thing didn't work out, I wanted to leave Europe, get out of the spotlight and think more for my family."
"I had offers from other European teams but I didn't even evaluate them because my idea was to go to Barcelona and, if that didn't come about, then leaving European football after winning the World Cup was what I needed."
"Now I will close my career in this country and experiencing the MLS in a different way, enjoying the day-to-day much more - but with the same responsibility of wanting to win and always doing things well but with more peace of mind.
"I am also in a moment where I want to get out of focus a bit, think more about my family. I spent two years at a family level that was so bad that I didn't enjoy it. I had the month that was spectacular for me for having won the World Cup, but removing that was a difficult stage for me."
In a statement, Barcelona wished Messi good luck in the next stage of his career.
“[Barcelona president Joan] Laporta understood and respected Messi’s decision to want to compete in a league with fewer demands, further away from the spotlight and the pressure he has been subject to in recent years,” read the statement.
