Just over a month ago, United progressed to the last eight of European club football's most prestigious competition courtesy of having scored more goals away from home.
At the Parc des Princes, Marcus Rashford drove home the stoppage time penalty to secure the victory.
And the 21-year-old striker was involved in the first significant action in the second leg of United's quarter-final against Barcelona on Tuesday night.
His shot in the first minute hit the crossbar of the Barcelona goal and away to safety. If the ball had gone in, it would have been 1-1 on aggregate.
Twenty minutes later, however, United were 2-0 down on the night through a combination of Messi's magic and David de Gea's goalkeeping blunder.
Philippe Countinho added Barcelona's third in the second-half to send the Catalans into the semi-final for the first time in four years.
"We put on a spectacle," said Messi. "But we came out cold and looked nervous in the first five minutes. We cannot come out like that in a Champions League match. Five bad minutes can knock you out."
Barcelona will face either Liverpool or Porto in the semi-final while United occupy themselves domestically in the fight for a place in the top four in the English Premier League.
"We did well to get to the quarter-finals," said United manager Ole Gunnar Solskjaer.
"But we could see the difference between the two teams. The quality of their finishing was absolutely outstanding. We started well. In the first 15 minutes I thought: 'We've got something here' and then in four minutes they scored two goals and that made it hard."
In the end as Barcelona brought on the subsitutes, United did well to stave off a slaughter.
"We had a lot of motivation for this tie, I can't deny it," said Barcelona coach Ernesto Valverde. "Especially after not being in the semis for a long time. We were extremely focused."