Alba has announced he is leaving Barcelona at the end of the season.
"You were more than a team-mate, a true accomplice on the pitch... And how nice it is also to be able to enjoy how well we got along on a personal level," posted Messi to social media.
Messi added: "You know that I always wish you and your family the best, I hope that your new stage will continue to bring you many successes and joys.
"Thank you for everything, Jordi. A big hug!"