Barca have been tipped to reignite negotiations further down the line and their new head coach would welcome the star forward's arrival.
"That's good," Setien told Mundo Deportivo when asked about Neymar's desire for a second Barca stint.
"I love to watch and have great footballers and if I can watch Neymar every day, just imagine."
Barca captain Messi was among those pushing hardest for his former team-mate's return, admitting he would have "loved" the transfer to go ahead.
The 32-year-old claimed "some people were against" moving for Neymar despite the boost he could have given in their pursuit of yet more trophies.
Setien is hopeful the mercurial Messi continues to feel enthusiastic about life in Catalonia, with his contract due to expire next year.
"I hope we make him so happy that he is looking forward to staying," the Blaugrana boss said in a separate interview with Sport. "He will be here in the future, I have no doubts.
"The talks have been very normal as with any other player. He is very convinced that we can win. He is perceived to be a winner and cares that things are done well.
"He takes interest in the talks. He knows he is an important part, one that can solve many games, but we have to rely on the team to be stronger."
Barca, second behind Real Madrid in LaLiga, host Levante on Sunday.