AS Roma and Ligue 1 side Bordeaux came to an agreement on a deal for the Brazilian winger and both announce the deal via their official social media accounts.
However, it the last minute Barca swooped in to create a bidding war with the Serie A outfit, in which the Italian side feels was 'immoral' as they confirmed the gentleman's agreement with the French side.
And Pallotta, though he may have been humorous in his approach to ask for Messi as the compensation, made his disdain over the ordeal quite apparent.
"They knew that this was done," Pallotta told Sirius XM. "In point of fact yesterday they apologised to us about their actions and how they did things and I don't accept the apology, I mean, at all.
"The apology, the only way I'll except it is either one of two things. I mean at the end of the day, send [Malcom] to us, and you know that's not going to happen.
"But maybe, as a goodwill gesture, at the very least they should send Messi to us."
"The deal was done," Pallotta added. "We're up at night and the kid doesn't get on the plane. Bordeaux stops it and we find out all of a sudden Barcelona jumps into the mix, and in no question in my mind unethically and immorally."