Reports have emerged alleging the four-time reigning World Player of the Year and his father, Jorge Horacio, were suspected of filing fraudulent tax returns between 2007 and 2009.
The 25-year-old Argentina international, currently on international duty in South America, swiftly insisted he had done nothing wrong, though, in a statement on his official Facebook page.
It read: "We have just known through the media about the claim filed by the Spanish tax authorities.
"We are surprised about the news, because we have never committed any infringement.
"We have always fulfilled all our tax obligations, following the advice of our tax consultants, who will take care of clarifying this situation."
Messi arrived at the Nou Camp as a 13-year-old in 2000, made his first-team debut three years later and has gone on to establish himself as one of football's best ever players.
He has won six Primera Division titles, three Champions League crowns and two FIFA Club World Cups with the Catalan giants, and in 2012 netted a record 86 goals for club and country.