The 39-year-old pinned the 1-0 extra-time defeat to Spain on the physical and emotional toll of their semi-final victory over England.
Speaking after his farewell appearance for the Albiceleste in a 3-0 win over Benin, Messi dismissed conspiracy theories that had circulated since the final and offered a straightforward explanation.
“We had a dream, my dream and the whole country’s dream of becoming world champions again,” he said.
“The match against England really drained us. Physically and emotionally, it was exhausting, and the truth is we arrived to the final running on fumes.”
Argentina had produced a dramatic late comeback to beat England 2-1 in the last four, with Messi providing the assists for both goals.
The effort, he claimed, left the squad with nothing left for the showpiece against Spain.In the final, the defending champions failed to register a single shot in normal time and were eventually beaten by a Ferran Torres goal in extra time.
Messi was keen to shut down speculation that anything untoward had influenced the result.
“Nothing strange happened like they say around there. We gave it our all,” he insisted. “We fought hard, just as we always did.”
The comments mark the first time Messi has publicly reflected on the final since Argentina fell short in their bid to retain the title