Sunday's game against Chile in New Jersey gives Messi a chance to end both his personal hoodoo and that of Argentina, who have not won a major title since lifting the Copa America in Ecuador in 1993.
"Getting to three finals in a row is impressive," said Messi, whose first decider was a 3-0 loss to Brazil in the 2007 Copa America. "I hope we can win the Cup that we so desire."
Argentina lost to Chile on penalties in the final last year and Messi said the squad were better prepared this time around.
"You learn all the time," said Messi, who turned 29 on Friday.
"We have been working together for another year, we are stronger as a group and we've really grown in a lot of ways."
The five-times world player of the year has been outstanding at the Centenary Copa America, even though he played the first three games as a substitute after injuring his back in a warm-up game.
His sublime free kick in the 4-0 win over the United States took him on to 55 goals and above Gabriel Batistuta as Argentina's all-time leading goalscorer.
Messi called the performance against the U.S. "perfect" and he will not have forgotten that Argentina beat Chile 2-1 in their opening match on June 6.
RED HOT CHILE
However, the Chileans have improved since, beating Bolivia and Panama before hammering Mexico 7-0 in what was undoubtedly the performance of the tournament.
Coach Juan Antonio Pizzi, who replaced Jorge Sampaoli in January, is now settled in the job and he has Chile playing the same high-paced pressing and super-fast counter attacks that make them such an exciting team to watch.
"This team has created an identity," the Argentine-born Pizzi said after the semi-final.
"It's a group of winners, I can see that just talking with them. That's not because they win games because we don't win every time but in their heads they are convinced they are going to win. That mentality allows them to grow stronger and gives them the confidence to keep going."
Chile will have the dynamic Artur Vidal back after suspension and Pizzi hopes central midfielder Marcelo Diaz will recover from the muscle injury that kept him out the 2-0 win over Colombia in the semi-final.
They are on a high and confident that they will do the double over their neighbours.
But they will not have their home fans behind them this time and there is one other detail. The last time Messi played at the MetLife stadium was also in June and also against a South American side.
Argentina beat Brazil 4-3 in a friendly in 2012. Messi scored a hat-trick.
(Editing by Ed Osmond)
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