Barca had 82.6 per cent of possession but struggled to break down Granada prior to Messi's intervention, prompting hopes from the incoming coach there will be improvement in the final third.
"I think it was a 'good' [performance]," Setien said. "Maybe we lacked a bit of conviction in the first half. Granada defended very well, and it wasn't easy.
"Furthermore, it was an unpleasant day, with wind, a dry pitch, and this stopped the circulation [of the ball].
"I'm happy because we only conceded one shot in the first half and the shot that hit the post in the second half came from our loss [of possession].
"I think we did a lot of things well and I hope that little by little we pick up fluency and improve in front of goal."
Setien does not see a great deal of work for him to do in order to turn Valverde's side into his own, however.
"I have seen many things from Barca that I want today," he said. "There are many things that this team has done well and will continue to do.
"There are not so many things to change - perhaps just the rigour and discipline of maintaining the intensity for 90 minutes in order to not lose matches that you have won.
"Today did not bring much in front of goal, but many things we have done well."
The new boss is happy to be able to rely on Messi, too, adding: "It's what he's done his whole life. That's the reality.
"There are matches like these that are deadlocked, without conviction and without inspiration, and he always appears in a great move in the end.
"[It was] a great backheel by Arturo [Vidal to set Messi up]. This move came in the first half a couple of times and it didn't come off, but when it falls to Messi, there's a high percentage it will go in."