The champions needed three points to reclaim top spot in LaLiga from Real Madrid but were mostly blunted by a disciplined defensive display in windy conditions in Catalonia.
Setien set his side up in a 3-4-3 variation reminiscent of Pep Guardiola's old formation but, despite enjoying close to 82 per cent of the possession, clear-cut chances were hard to come by.
6 - Barcelona are the sixth team to score 50+ goals in the top five European leagues this season, after Manchester City (64), Liverpool (52), RB Leipzig (51), Bayern München (50) and Paris Saint-Germain (50). Power. pic.twitter.com/ICGNFlxLpO— OptaJose (@OptaJose) January 19, 2020
Barca were given an advantage when German Sanchez was sent off and Messi eventually made the breakthrough with 14 minutes of normal time left as the attack finally clicked into gear.
Setien's much-discussed adherence to the Johan Cruyff school was clear in a first half in which Barcelona made more than 500 passes, but a shot from Messi that rippled the side-netting was the closest they came to a goal.
Messi saw a free-kick deflected over the crossbar before Granada gave Barca a real scare, Yan Eteki's low strike beating Marc-Andre ter Stegen only to bounce back off the inside of the post and away to safety.
Granada's game plan was working well until German was shown a second yellow card 69 minutes in for a trip on Messi, before Setien earned a cheer from the home fans by introducing Riqui Puig for Ivan Rakitic.
The 20-year-old made a telling impact, winning back possession on the edge of the box before Messi found Antoine Griezmann, he flicked the ball to Arturo Vidal and the Chilean's backheel was swept home by the captain.
What does it mean? Setien style already on view
This was a Barca performance to make the fans smile.
With Jordi Alba playing almost entirely as a left-winger, the midfield pushed high into Granada territory and centre-forward Griezmann running back to regain the ball in his own half, most in the stands will have considered this a return to a style more in keeping with Barca's heritage.
There needs to be more cutting edge to go with the possession, but there were few signs of the more cautious approach that saw Ernesto Valverde lose the faith of the fans and, eventually, the board.
Martinez deserves plaudits
This game was always going to be about Setien's set-up, but credit must go to Diego Martinez for making Granada such obstinate opposition.
They kept Barca away from Rui Silva's goal very effectively for 70 minutes and were inches from snatching the lead through Eteki before Messi's strike.
German inefficiency costs Granada
There was no need for German to trip Messi for the foul that earned him a second yellow card, the forward some 35 yards from goal and not likely to make inroads with this particular run. Momentum swung Barca's way at this point.
Barca head to Ibiza in the Copa del Rey on Wednesday before facing Valencia at Mestalla next Saturday. Granada's cup game sees them head to Badalona, with Sevilla their next league opponents.