Messi set up Alba's opener and Ilaix Moriba's sealer as Barca recorded a 2-0 LaLiga win at Osasuna on Saturday.
Of Alba's past 16 goals for Barca in all competitions, Messi has assisted eight.
Koeman, whose side closed to within two points of leaders Atletico Madrid, said the duo's connection was almost impossible to stop.
"You can see in every game our opponents are trying to cover that, trying to block Messi's pass to play the ball in behind to Jordi Alba," the Barcelona coach told a news conference.
"So, at many points of a game that pass between them isn't possible. But I don't think you can stop these two players and that connection that's there between Messi and Jordi Alba because it's something brilliant.
"There are always moments in a game where that pass does appear and those two are calm enough on the ball to pick it out and they can pick it out very easily and they really do it at the right time.
"You can't really stop it because it's just natural instinct."
Atletico have played two fewer games than Barca, with Diego Simeone's side facing Real Madrid in a derby clash on Sunday.