Barcelona said in a statement that Messi's father and agent had informed the club on Monday of his decision to move to America instead of returning to Spain.
"Barcelona president (Joan) Laporta understood and respected Messi's decision to want to compete in a league with fewer demands, further away from the spotlight and the pressure he has been subject to in recent years," the LaLiga side said.
The club added that Laporta and Jorge Messi, Messi's father, agreed to work together to promote a proper tribute from fans to honour him.
Messi was linked with a move to Saudi Arabia as well as with a return to Barcelona after playing his final game for Paris St Germain over the weekend.
However, the Spanish champions had their hands tied due to LaLiga's financial fair play rules.
"If Barcelona didn't work out, I wanted to leave Europe, get out of the spotlight and think more about my family," Messi said on Wednesday.
"I didn't want to leave my future in the hands of others. I was looking forward to coming back, but in the end it didn't happen."
