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The French giants capitulated in their last 16 tie with Real Madrid and despite being 2-0 up on aggregate at one point, they exited the competition after a 3-1 loss on the night.
Messi had a penalty saved in the first leg and he's had a rough time in Paris since arriving last summer.
Close friend Xavi told media he's been in contact with the five-time Ballon d'Or winner since Wednesday's defeat.
"I have a friendly relationship with Messi and we are talking," the Spaniard explained ahead of Sunday's La Liga clash with Osasuna. "Yes, I sent him a message to encourage him after the game.
"It was a duel that changed in 20 or 25 minutes in which Madrid had faith and desire and turned the scoreboard in a match that was very difficult."
Xavi played alongside Messi at the Camp Nou and they won four Champions League titles together.
It's not Messi's first heartbreak in the Champions League, after suffering humiliating exits with Barcelona at the hands of Roma, Liverpool and Bayern Munich.
The Champions League is like that," Xavi continued. "When you lower the intensity a bit, the rival ends up running over you.
"I think that's what happened in that game and that's why Madrid was able to qualify. A bad moment condemns you to the Champions League."
PSG fans were furious with the way their side lost their heads and that anger carried over to Sunday's clash with bottom of Ligue 1 Bordeaux.
As the teamsheets were read out in the Parc des Princes, home fans booed Messi as well as club record signing Neymar.
Other players were booed throughout, including Georginio Wijnaldum, Thilo Kehrer and Julian Draxler.
Manager Mauricio Pochettino was asked about the jeers in his post-match interview and he expressed his disappointment.
Pochettino said per StadiumAstro: "Nobody likes this background, it made me sad. Everyone who loves PSG after the Madrid disappointment is sad. I am saddened by what I experienced here today.
"We have all been affected. We understand the disappointment and frustration. We all experience this together, as a team. We have a responsibility to take responsibility for what happened. We share this disappointment of the supporters."
PSG sit 15 points clear at the top of the league and are likely to scoop up their tenth title in May.
Featured Image Credit: Alamy
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