Messi opened the scoring in the first half with a sublime effort, but Victor Moses dragged Nigeria back into the game from the penalty spot.
"We have suffered a lot," Messi said.
"It was a difficult situation. There was a lot at stake. Of course, it was a huge relief, a relief for all of us.
"It was a difficult match. We knew it was going to be a difficult afternoon, but fortunately we have achieved our aim.
"We didn't think we would suffer as much as we have. We were quite confident that we would be able to go through and fortunately that came through."
It will come as some relief as well to Jorge Sampaoli, who was under enormous pressure, especially after rumours surfaced surrounding his relationship with Messi. He moved to calm the waters last night.
"A coach who has to train Leo knows that everybody around him needs to make him feel secure and if we are able to create space for Leo he can create opportunities. Otherwise we suffer," the manager said.
"We have the best player in the world and the rest of the players need to benefit from that. That is why I said the match against Croatia was our problem and not his problem.
"When Leo came and hugged me I felt very proud and happy because he knows I am passionate every single day."