South American giant Argentina is two-time world champion but has not added to its 1986 triumph, despite boasting all-time leading goalscorer and five-time Ballon d'Or winner Messi.
Argentina – back-to-back Copa America runner-up – crashed out in the last 16 at the 2018 World Cup after its run to the final four years earlier in Brazil.
Obama, who served as US president from 2009 to 2017 before being replaced by Donald Trump, discussed Argentina's struggles.
"Even people that we consider geniuses work with other people in order to develop their style," Obama said at the EXMA Conference in Bogota.
"In Argentina, even though Messi is wonderful, they have problems winning the World Cup.
"My advice to young people is that we have to recognise very few people achieve great things on their own."
Obama's comments come as Messi and Argentina prepare for next month's Copa America in Brazil.
Argentina has been drawn in Group B, alongside Colombia, Paraguay and newly-crowned Asian Cup champion, guest nation Qatar, for the showpiece tournament.
Lionel Scaloni's Argentina will face Nicaragua in an international friendly in San Juan on 7 June before flying out to Brazil.