Messi won a sixth Ballon d'Or on Monday night in Paris, with Mane finishing in fourth place.
"It's a shame to see Mane finish in fourth place," Messi told Canal+.
"But I think there have been a lot of great players this year. That's why it was difficult to choose a particular player. But I chose Sadio Mane (for The Best award) because he's a player that I like.
"Mane achieved a great year that was exceptional for the entire Liverpool team. That's why I chose him.
"I repeat, there were a lot of very great players this year, so the choice was difficult."