Messi has stated that his main goal is to "win a title with the national team," and Neymar is close friends with the Argentine from their time at Barcelona.
However, the Paris Saint-Germain forward is astounded that his countrymen would even consider rooting for Argentina in the final.
"I am 'Brazilian with a lot of pride and with a lot of love,” the 29-year-old wrote on Instagram.
“My dream was always to be in the Brazilian team and hear the fans singing. I never attacked nor would I ever attack Brazil if they are playing for something, whatever the sport, a model [beauty] contest, the Oscar......... I am Brazil, and who is Brazilian and does it differently?”
Marca claims he concluded the post by writing: ”It's fine, I will respect it, but go to [hell]... those who are in opposition."
Neymar also stated that his friendship with Messi will be put on hold when the two meet on Saturday.
"Messi is, as I've always said, the best player I've ever seen play and he's a great friend, but now we're in a final, we're rivals. I want to win and I really want to win this title, which would be my first Copa America,” he told reporters, per Goal.
"Messi has been looking for his first title with the national team for many years, and every time we [Brazil] are not present at the tournament, I cheered for him. That's what I've been cheering for in the 2014 World Cup final, when he faced Germany.
"Now Brazil is in the dispute, so our friendship is on the line. The respect between us is still great but only one can win.
"When you're friends with someone, it's hard to forget the friendship you have - but for example when you play video games with a friend, you want to beat him anyway. It'll be the same thing on Saturday."