On his return to to Spain from national team duty, Messi was bombarded by questions recently about his teammate Antoine Griezmann, who is yet to replicate the form he shows for France and previously for Atletico Madrid.
There have been claims by pundits and former players that Messi is the reason for Griezmann's poor form since last season, something which the Argentine refuted.
"I'm tired of always being the problem of everything at this club."
Koeman has since leaped to the defence of his captain after his outburst at the media.
"You have to respect people like Leo much more," Koeman said at his pre-match press conference, as per Football Espana.
"It's disrespectful to ask him about Antoine and it may have been intended to create controversy. I haven't seen any problem between the two."