Messi struck a superb hat-trick in Barca's 4-2 victory over Zaragoza last night.
"We have failed against a fantastic player. We fought far as we could. The team has not given up at any time and have been in the game until Messi decided it," said Gay afterwards.
"The game was exciting, vibrant, beautiful and we love the football we've seen from a huge player. Today I returned to seeing Maradona in his heyday but with more revolutions, much faster."