Setien, a former Real Betis boss, will avoid a hostile welcome back to the city of Seville given that games in Spain continue to be played behind closed doors.
And even if that means there is barely anyone inside the Ramon Sanchez Pizjuan stadium, Setien would love to see Messi reach his milestone in Andalusia.
"It would be very good if he did it at a ground like that and against a rival like Sevilla," Setien told a news conference on Thursday.
"These are numbers that are only available to the chosen ones. Hopefully he will get that one in Seville and then many more."
Friday's match pits leaders Barcelona against third-placed opposition, who got LaLiga up and running with a 2-0 derby victory over Betis last week before stumbling slightly with a 1-1 draw against Levante on Monday.
Barcelona have returned with a 4-0 win at Real Mallorca followed by a 2-0 victory over Leganes at Camp Nou, keeping a grip on top spot ahead of Real Madrid.
Setien is trusting Messi to judge when he needs a break, as the games come thick and fast over the closing weeks of the season.
The coronavirus pandemic has led Spanish league officials to cram fixtures together in order to get the season finished, so the 2020-21 campaign can begin in good time.
"There is no question that a player who has been playing for 14 years has a deep understanding of his body," Setien said of Messi.
"For many years they've known the workloads they need. I have confident in Leo and three or four players who have that knowledge.
"They will decide and let me know to rotate them, although I will decide when they should play."
Barcelona will be without the injured Samuel Umtiti, Sergi Roberto and Frenkie de Jong for Friday's match, but Setien is confident in his team.
He is sure they are capable of winning all nine of their remaining games, but says that will nevertheless be "very difficult" to achieve.
Setien played down talk of the Sevilla match being a key fixture, adding that it was "possible we will benefit" from the game being played without fans.