La Paz, the world's highest venue for international games, lies at 3,600 metres above sea level and Argentina face another World Cup qualifier at altitude in June when they visit Ecuador. That match will be played at 2,800m above sea level in Quito.
"It's very painful, we knew that we would lose at some stage but we didn't think it would be like this," he told reporters at Buenos Aires airport before boarding a flight for Spain.
"It's impossible to play there.
"Everyone struggled. You sprint a bit and it's difficult to get your breath back and you could see that they were faster. They also played at a very fast rhythm, and they shot from everywhere."
"This has to be a lesson for the match in June," said Messi. "We have to look forward."
Messi's view is different to his coach Diego Maradona, who has refused to blame altitude for the defeat, his first since taking over as coach in October.
Maradona publicly supported Bolivia when FIFA banned La Paz from hosting international games last year, at one stage playing a charity match alongside President Evo Morales. The ban was later overturned.
