Neymar has been heavily linked with a move to Real Madrid this summer after struggling to settle at Paris Saint Germain.
The Brazilian admitted he has been annoyed by the constant speculation about him saying: "All transfer windows, we talk about these things.
"I'm not in a moment to talk about anything. Everyone knows what I came here to do, the goals I have.
"Now, my goals is to do the World Cup, not to talk about transfer or not, I spend my whole life, every transfer window, we talk about it, it's a bit annoying."
Neymar could be on his way to Real Madrid
It would be terrible, because of all that Neymar means for Barcelona
In an interview with TyCSports, Messi opened up on discussions he’s had with Neymar.
And the Argentine admitted seeing his former team-mate at Madrid would be a huge blow.
He said: "It would be terrible, because of all that Neymar means for Barcelona.
“Here he won important titles, he won the Champions League and it would be a hard blow for everyone.”
Lionel Messi and Neymar have remained close friends
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When asked if Neymar would become the new Luis Figo, who infamously made the move in 2000, Messi replied: "It would be a very strong blow.
“It would make Real Madrid stronger.
"I have talked to him, he already knows [my thoughts].”