City was beaten 2-0 at the Parc des Princes on Wednesday (AEST) in its Champions League clash with the Ligue 1 giant.
Idrissa Gueye gave PSG a first-half lead and Bernardo Silva somehow hit the crossbar with the goal gaping with the best City chance of the half.
The Premier League champion had 54 per cent of the possession but could not find a way past Gianluigi Donnarumma in the PSG goal, and Messi then made the result safe with a spectacular finish from Kylian Mbappe's lay-off.
Yet Guardiola had few complaints about his side's performance, coming just three days after an impressive 1-0 win at Chelsea in the Premier League.
"A good performance. We did everything, but we could not score," the City manager said.
"We defended well, they defend deep and of course the counter-attack is always dangerous with the quality they have, but we controlled them. Unfortunately, we couldn't score. It's football. Nothing to say, more than my biggest compliment to the team.
"In the second half, we had many [chances]. Donnarumma made good saves, but the team was there, same as Stamford Bridge.
"It's a pity because we played to win, we played to be there. Unfortunately, they don't need much to score goals, and they did it.
"The goal [from Messi] was fantastic."
City suffered their first Champions League group-stage defeat since September 2018, when they lost 2-1 to Lyon – they had been unbeaten in 18 such games since then.
Guardiola's City had 18 shots against PSG, their joint-most without scoring in a Champions League match, also failing with all of their 18 shots against Porto in December 2020.
The result puts PSG top of the group with four points, just one ahead of Club Brugge and City, who must now turn their attention to a showdown with Liverpool on Monday (AEST).
Guardiola did not appear concerned that Tuesday's loss would have much of an impact on their chances at Anfield, though.
"Now, we are going to eat good tonight, we're going to drink a glass of wine, we're going to recover and we're going to prepare the game on Sunday," he said.