"I think Messi should wonder how it's possible that he's not won a Champions League for so long," Van Gaal said in an interview with El Pais.
"I like him as an individual player.
"He's the best individual player in the world, I like him.
"But why hasn't he won the Champions League for five years?
"As captain, you must ask yourself this.
"Barcelona have a wonderful squad and I think Messi is also responsible for what's happening there."
Van Gaal believes the success under Pep Guardiola was because Messi adapted his game.
"Guardiola won with Barcelona because he had Messi, but he didn't let him play his own way," the Dutchman explained.
"Messi adjusted to the team and not the other way around."