The Brazilian defender spent 15 years at the Bernabeu, where he became the club's most decorated player of all time, winning 25 trophies with Los Blancos before his departure in 2022.
"Messi is incredible, the toughest opponent I've ever faced," he told the Athletic of Messi, now of PSG.
"We all know the quality he has even now, aged 35, and before it was the same.
"El Clasico has always been one of the best games to watch and play. I was lucky enough to have featured in one of the best eras of Clasicos."
After leaving Olympiakos, Marcelo has signed for Fluminense.
"The idea of wearing that shirt again already excites me a lot and I'm looking forward to playing in the Copa Libertadores, which I've never done.
"I really want to get there and help Fluminense reach a final and win the Libertadores."