Speculation surrounding Messi's Barcelona future has intensified in recent weeks, amid suspicions he might consider a late-career move.
The situation appears to have been defused for now, and Argentina head coach Lionel Scaloni recently said he has no concerns about the future of his international captain.
Messi, 32, is a six-time Ballon d'Or winner and there could be a scramble among the world's richest clubs for his services if he decided he wished to seek another challenge.
Cafu admits he does not know what choice Messi will make.
"Nobody knows. It is difficult to say whether Messi will continue at Barcelona or if he will change teams," the former Champions League winner told Omnisport.
"Messi today is the man of Barcelona, he is the history of Barcelona. But if by his choice he decides to change the team, he will always be Messi and we will always be rooting for him."
Messi is Barcelona's record scorer, having netted over 650 times for the Spanish giants - more than twice as many goals as any other player.
He has racked up scores of individual records and accolades during a dazzling professional career, which has been spent in its entirety with Barcelona.
Cafu was speaking in Berlin ahead of Monday's Laureus World Sports Awards, at which Messi is a nominee for the Sportsman of the Year prize.
"If Messi was named Sportsman of the Year it is because he deserved it all year through football," said Cafu. "Playing ball, bringing joy, having fun and making Barcelona bigger and bigger."
Cafu savours his own role as a member of the award voting panel and academy at Laureus, which aims to improve the lives of young people around the world, saying: "It is an honour to be part of an institution as serious as Laureus."