Martino took over at Camp Nou in July 2013 after Tito Vilanova left his position with the Spanish champions having suffered a cancer relapse.
Barcelona remain top of La Liga, although Atletico Madrid and Real Madrid can overtake them if they win their games in hand, but Messi believes Martino has brought his own ideas to the club.
"Every coach has his own ideas," he explained. "We had Tito but maybe we didn't see any differences with (Pep) Guardiola's style because he was working besides him and most of the squad already knew his style.
"But now with Tata, who came from outside the club, we can feel the difference."
Messi confessed that Vilanova's health issues had proved difficult for the players to deal with, particularly in light of the fact that Eric Abidal was affected by liver cancer around the same time.
He added: "(It) was tough for everybody because we came from another bad news with Abidal's cancer and later it was Tito. It was very complicated because the dressing room loved Tito and Abidal and it was a great blow for the whole squad."
Barcelona's 25-match winning run at home in La Liga was ended on Saturday courtesy of a 3-2 defeat to Valencia.
Despite the loss, Messi was pleased to continue his return from a hamstring injury that kept him out of action for much of November and December.
"Today it’s not the best day because of yesterday's defeat," he added.
"Apart from that I am feeling well and I am glad because I am returning to play I am playing some matches in a row.
"I am feeling well also from the head (psychological) because I suffered when I had some injuries in a row. Now that is forgotten."
