France international Mbappe was fourth in the shortlist for the 2018 Ballon d'Or and won the Kopa Trophy, presented to the best-performing player under the age of 21.
After scoring 33 goals in 29 Ligue 1 appearances for the French champions in 2018-19, Mbappe has been restricted to just five starts this term.
He has nevertheless scored five league goals but backed the legendary Messi to collect the gong for world's best player for a sixth time, telling Spiegel: "In individual terms he [Messi] was the best this year."
"Sometimes I'm worried," Mbappe continued. "I'm scared, if you fail as a player, you have doubts, and when you lose in a big match, the question is, is this the end of it? It was nice, but now it's over!
"But it does not last long, because the good thing about football is that you do not have much time to think."
Mbappe has scored nine goals in 12 games across all competitions in 2019-20 despite spending much of the campaign sidelined by hamstring, thigh and adductor problems.
He said another issue affecting him at PSG is the language barrier between him and German coach Thomas Tuchel, but said the 46-year-old makes certain words loud and clear.
"Unfortunately, I do not know nice words in German," said Mbappe.
"Just swear words like s***, my trainer is German and he always says that when something bugs him: s***, s***!"