Messi's father, Jorge, died last week aged 68 at a medical clinic in the Argentine city of Rosario after a long illness.
"I don't know what I'm going to do without you. I don't know how to move forward. I only played football, and now I have quite a few doubts about whether I'm going to keep doing it for much longer," Messi wrote in a tribute on Instagram.
"You were by my side from the beginning; there was so little left until the end. Why couldn't you hold on just a little longer so we could finish it together?"
Jorge closely accompanied his son Lionel throughout his career, beginning with his early years at Barcelona. He acted as a crucial pillar of support and, for several years, served as his representative.
The 39-year-old Argentina captain revealed one of the reasons he played in the World Cup, where they finished runners-up to Spain after an extra-time loss in the final, was because it was his father's wish.
"You always asked me to play in the last World Cup and a few days before it started was when you got worse," Messi said.
"It was the first time you weren't going to be at a tournament... Every time a match ended, I would wait and hope for your message. That's when I realised how real the situation was."
During the World Cup, the Argentine captain experienced mixed emotions after scoring a hat-trick in the opening match against Algeria, breaking down in tears while celebrating his first goal.
He later explained that his tears were due to "something unrelated to football" after going through "a few difficult, complicated days."
Messi said he wanted to win the final for his father but he had no energy left to bring home a second World Cup title.
"My legs couldn't go on anymore. This time I tried to push myself beyond my physical limits, but I couldn't. I never felt well... We weren't champions, but you don't know how much we enjoyed every match. Once again, you were right: I had to be there and play it," Messi added.
Despite his grief, the Inter Miami forward pledged to honour his father's memory through parenting his own children.
"I'm going to miss you so much, but you will always be present, especially in the upbringing of my children, because I will teach them and raise them the way you raised me," he said.