The World Cup-winning former Spain coach said during an interview that the RFEF tried to convince then-eligible Argentina captain to play for Spain.
Former Spain head coach Vicente del Bosque says it would have been "a dream" to have Lionel Messi in his squad at international level.
Barcelona star Messi, who joined the club's academy in 2001, was eligible to play for Spain and Argentina but opted to represent the country of his birth.
His international career has been a relative disappointment compared to his club achievements, with Argentina having lost three Copa América finals and the World Cup final of 2014 with Messi in the side.
The 31-year-old has enjoyed astounding success with Barça, though, and his latest spectacular performance on Wednesday saw him reach 600 club goals with a double against Liverpool to inspire a 3-0 triumph in the first leg of the Champions League semi-final.
Del Bosque: "It would have been a dream to coach Messi"
And Del Bosque, who guided Spain to glory at the 2010 World Cup and Euro 2012, admits he would have loved the opportunity to have Messi in his team had the Royal Spanish Football Federation convinced him to play for La Roja.
"The Federation made every effort to get Messi to play for Spain," he told Radio Villa Trinidad. "Lionel refused because he loves his country. His arrival would have been for the best.
"Messi is Messi - there is only one. It would have been a dream to coach him."
Messi has scored 48 goals in all competitions this season to inspire Barça's treble pursuit.
Having already won LaLiga, they face Valencia in the Copa del Rey final this month and are now firm favourites to reach another Champions League final, where they will face either Tottenham or Ajax at the Wanda Metropolitano.