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But Messi showed their football rivalry didn't extend off the pitch as he said that he admires athletes "who stand out."
The other three athletes that Messi picked were tennis stars Rafael Nadal and Roger Federer and LA Lakers superstar LeBron James.
The six-time Ballon d'Or winner told La Sexta: "There are many athletes who are admirable.
"Rafa Nadal, Roger Federer, LeBron James. In all sports, there's an athlete that stands out and is admirable for his work and what he does on a daily basis.
"Cristiano Ronaldo is another example in football. There are many. I admire all the athletes who stand out."
During the interview, Messi also opened up about his summer transfer saga with Barcelona and hinted at his desire to play in the US at some point in his career.
Messi and Ronaldo shared a heart-warming moment during the Champions League draw last summer as Virgil van Dijk was crowned UEFA Men's Player of the Year.
The pair were sat together at the ceremony and they praised one another for their battle at the top of world football for over a decade, with Ronaldo also extending a dinner invitation to Messi.
"I shared this stage with him [Messi] for 15 years," Ronaldo said.
"I don't know if it has ever happened before in football -- the same two guys in the same stage all the time.
"Of course, we have a good relationship -- we have not had dinner together yet, but I hope so in the future.
"We have that battle, he pushed me and I pushed him as well. It's great to be a part of the history of football. I am there, and of course, he is as well."
Featured Image Credit: PA/La Sexta
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