Barca are light on options in attack as they battle to defend their LaLiga title, with Luis Suarez set to be sidelined until May following knee surgery, while injury-plagued winger Ousmane Dembele will miss the rest of the campaign after an operation on a torn hamstring this week.
Reports earlier this month suggested Messi was playing through pain but Setien insisted he had no concerns over the six-time Ballon d'Or winner ahead of Saturday's home match against high-flying Getafe.
"Messi, like a lot of other players, knows what he can do and what he can’t do," he told a news conference.
"If he's on the pitch it’s because he's able to be. He's okay, there's no problem.
"Like any other players, there will be a time when we have to rest him. I haven’t spent so much time here to be able to evaluate this.
"These players are so used to playing Sunday to Wednesday for many years that in some cases it is not necessary for them to rest, but we will have a look as it goes on."
The Royal Spanish Football Federation (RFEF) and LaLiga granted Barcelona special dispensation to sign a replacement for Dembele, with Real Sociedad's Willian Jose among those touted as a possible target.
Setien refused to be drawn on links to Loren Moron, who he coached at Real Betis, with his successor at the Seville club, Rubi, saying such a deal is a non-starter.
"What I've done all of my life is adapt to what I have," Setien said. "If a player arrives then that's preferable.
"Dembele’s injury affects us a lot and puts us in a risky situation. In the end, you have to play with 11 men and that's what we're going to do
"We'll adapt. We'll find a solution and the way forward."
An unlikely solution might have already presented itself in Rey Manaj, the 22-year-old forward signed for Barca B from Albacete during the January transfer window.
Albania international Manaj has trained with the first team over recent days and certainly made an impression with Setien.
"We don’t know Rey completely. We haven’t seen everything he can do because he's spent little time here," he added.
"His willingness is extraordinary and if he's here it's because he is going to help us."