Messi had travelled from Argentina to attend the ceremony on Sunday.
"It's very nice to receive these awards, but I always say that the team makes it possible," said Messi. "It's been an extraordinary year."
Barcelona won five titles in 2015 -- the Spanish league title, the Copa del Rey, Champions League, European Super Cup and the World Club Cup.
Only the Spanish Super Cup eluded them with a loss to Athletic Bilbao.
Messi's cool head on the pitch makes him an efficient
goalscorer, but his reserved manner has drawn criticism.
Ahead of this month's Copa, Maradona himself accused Messi of having "no personality" for a captain.
Messi has been named FIFA World Player of the Year five times. But he has been haunted by comparisons with Maradona, who led Argentina to World Cup triumph in 1986.
The star's departure could herald a broader change in the Argentina line-up.
Manchester City star Sergio Aguero warned other players could also quit the national side.
"Several players are wondering whether to continue."
Aguero did not say whether he would follow Messi in quitting but he, Javier Mascherano and Gonzalo Higuain were mentioned in media reports.
Argentina were beaten 1-0 by Germany in the final of the 2014 World Cup and lost on penalties, also to Chile, in the 2015 Copa America final.
Messi also tasted defeat with Argentina in the final of the 2007 Copa America.
In this month's Copa semi-final win over the United States, he became Argentina's top international scorer of all time with his 55th goal.
"I've done all I can, I've been in four finals and it hurts not to be a champion," Messi told reporters.
"It's a hard moment for me and the team, and it's difficult to say, but it's over with the Argentina team."
His departure left many fans no longer thinking about the Copa.
"Losing a final is something that happens in sport," wrote one fan, Fede Ruiz, on Twitter.
"But losing you is the most painful defeat of all.
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