Messi and co were stunned by Roma in the Champions League on a torrid night at the Stadio Olympico in Italy.
Roma went into the match 4-1 down from the first leg but goals from Edin Dzeko, Daniele De Rossi and Kostas Manolas left Barcelona fans speechless.
The Argentina captain was unable to help Barcelona through to the last four as he was subdued throughout the match.
Spanish website, Don Balon reports that Messi now fears for the Ballon d’Or.
Messi has won the accolade five times throughout his career, the same as Real star, Cristiano Ronaldo.
Ronaldo has been in terrific form in 2018.
The Portugal captain has a huge 24 goals from 14 outings so far this season and could add to that tally tomorrow night.
Madrid will host Juventus 3-0 up from the first leg, courtesy of an excellent brace from Ronaldo.
If Ronaldo wins the prize, it would be a stunning sixth Ballon d’Or for him.