Barca appeared on course to retain both trophies as the previous campaign drew to a close, before being knocked out of Europe's premier club competition by Chelsea in the semi-finals and losing their domestic crown to Real Madrid.
"Obviously I would have liked to win the Champions League and as always win everything," said Messi.
"Not beating Chelsea and reaching the final was painful for us, and for me especially having missed a penalty. But this year we will go for it all again, we are prepared."
The Argentine went on to say that although new coach Tito Vilanova has a different personality than Guardiola, his approach to football is the same.
"They are different personalities, but the philosophy is identical. The same people are working with Tito. Everyone has their own way of seeing things, to transmit. And yes they are different," he concluded.