The newspaper also suggested that Guardiola attempted to buy Barca forward Luis Suarez and midfield pair Andres Iniesta and Sergio Busquets.
City did bring keeper Claudio Bravo over from the Nou Camp as a replacement for Torino-bound Joe Hart and the former Bayern Munich boss acknowledged he had also spoken to Marc-Andre ter Stegen who missed the majority of the club's La Liga games last season.
"There are some wars you lose from the start and it would have been nice if people had given my side of the story," Guardiola told a news conference ahead of Wednesday's Champions League Group C game against Barca.
"I didn't call Messi, nor Busquets, nor Suarez, nor Iniesta. I knew (keeper) Ter Stegen wanted to play more and I called him but he decided to stay at Barca.
"I hope Messi finishes his career here but perhaps one day he wants to leave," added Guardiola of the five-times World Player of the Year. "If it happens, various clubs will want to sign him."
Despite being Barca's most decorated coach and a former club captain, Guardiola had a fraught relationship with the board, including former president Sandro Rosell and incumbent Josep Maria Bartomeu.
Mundo Deportivo has traditionally taken a favourable stance towards the board.
"If I call a player it's perhaps because he is not playing much at the moment. And I also have the right to call them because Barca also call City players," said Guardiola.
The Spaniard added he turned down the chance to buy Brazil international Neymar in 2013.
"I called him to try to sign him for Bayern," explained Guardiola. "But when Neymar's dad told me about Barca I told him to have no doubts and to go to Barca."
(Editing by Tony Jimenez)
