The Argentinian struck the crossbar from the spot in the 89th minute of the game, but the Catalans won the tie on away goals, following a 1-1 draw in the first leg at the Vicente Calderon.
The result allowed Gerardo Martino to get his hands on his first piece of silverware, just a month after taking charge of Barcelona, but the coach will hope he will be able to lead the club to more inspiring triumphs over the next two years.
Diego Simeone's side were unable to get the goal they needed over the 90 minutes, despite David Villa and Arda Turan coming close, and their task was made even harder when Filipe Luis was sent off with 10 minutes remaining for an elbow on Dani Alves.
Neymar was handed his first start for Barcelona since his 57million euro (£49 million) move in the summer, but was unable to give the home supporters much to cheer about.
However, it was his goal in the second half at the Calderon which delivered the trophy.
The first half provided few clear openings, although Barcelona dominated possession and took the initiative. A pin-point pass by Sergio Busquets found Messi after seven minutes, but Thibaut Courtois was quick off his line to thwart the attempt.
A couple of minutes later Alexis Sanchez got on the end of a cross from Jordi Alba but pulled the shot wide, with Courtois stranded.
Atletico's clearest opening came shortly before half-time. A quick one-two between Mario Suarez and Diego Costa resulted in Arda Turan being presented with a free shot, but Victor Valdes produced a superb save to fist the ball away for a corner.
Before that, the Barca goalkeeper only had to make one save, comfortably gathering a low but soft shot from Koke on the edge of the area after a pass from Gabi, who was in fact better placed to shoot.
Barcelona had one last go before the break, Messi crossing towards Alexis at the back post, but the Chilean was unable to direct his header on target.
Messi's missed penalty aside, Atletico created the best chance of a second half that offered even less entertainment than the first 45 minutes.
Excellent work by Arda allowed David Villa to shoot from the edge of the area, and the striker sent the ball fizzing towards the bottom corner, but Valdes parried it away.
With the hosts looking uninspired, Martino brought on Andres Iniesta for Cesc Fabregas, who had been unable to provide a repeat of the exciting performance he produced in the first leg. However, the Spain midfielder could not create further openings in the few minutes he was on the pitch.
Filipe Luis was dismissed after 80 minutes for an off-the-ball incident with Alves, which all but ended Simeone's chances of getting a winner.
The hosts were given the perfect chance to seal the win with two minutes remaining when substitute Pedro was tripped by Miranda in the area. However, Messi sent the ball crashing against the bar.
In the end it mattered little, as Barca held on to win the Super Cup for the 15th time.Arda Turan, an unused Atleti substitute, was also shown the red card in stoppage time for protesting the referee's decisions.