Just a day after his eternal rival Cristiano Ronaldo scored a sensational hat-trick to secure a 3-3 draw for Portugal against Spain, Messi had a golden chance to write his own headlines.
The Argentine stepped up to the spot with the teams locked at 1-1 in Moscow's Spartak Stadium after Rurik Gislason was adjudged to have brought down Maximiliano Meza in the 63rd minute.
But Hannes Halldorsson guessed correctly and palmed away the Argentine skipper's side-footed effort and, despite intense pressure, Iceland held on for a famous draw in their debut at a World Cup finals.
Sergio Aguero scored the opener for the two-time world champions in the 19th minute but his strike was almost immediately cancelled out by Alfred Finnbogaso.
A downcast Messi spoke of his disappointment at the penalty miss.
“There is a bitterness of not being able to give the team all three points because I think we deserved it,” the Barcelona icon said.
Messi is yet to win a major international tournament and time is running out with his 31st birthday looming.
It was another extraordinary result in the history of Iceland, who famously dumped England out of Euro 2016.
The island nation of 330,000 is the smallest country ever to qualify for the finals but emphatically showed they can mix it with the heavyweights.
VAR steps in
In the first match of the day, France launched their World Cup campaign with a hard-fought win against Australia as VAR was used for the first time at a World Cup.
The Group C match in Kazan was goalless when Antoine Griezmann went down after a tackle in the second half. Uruguayan referee Andres Cunha did not award a penalty but after viewing the VAR footage, ruled it was a spot-kick and Griezmann gave France a 1-0 lead.
Minutes later the Socceroos drew level through a penalty of their own, although this time it was awarded by the referee, with Mile Jedinak coolly beating Hugo Lloris.
But Paul Pogba won a tight match for the 1998 champions when his shot bounced over the line off the crossbar in the 81st minute.
VAR has been used to varying degrees of success in Serie A and the German Bundesliga, while FIFA used the system at the Confederations Cup in Russia last year.
“Luckily for us the system was there,” Griezmann said. “When the referee went to see the video, I thought it was a penalty. I was already thinking about how I would take it.”
France coach Didier Deschamps said the Euro 2016 finalists must improve.
“It’s the World Cup, it’s the first match. But, yes, we must do better, and we can do better,” he said.
In the day’s later games, Denmark broke Peru’s hearts as the South American country made their first appearance in the finals since 1982.
Peruvian fans have arrived in Russia in droves to celebrate their return to the sporting spectacle, but were left crestfallen after Yussuf Poulsen’s second-half goal secured a 1-0 win for the Danes in Group C.
Midfielder Christian Cueva missed a penalty for Los Incas to compound their misery.
“We had an enormous amount of fans and it was sad they came so far to see us lose, they deserved at least a draw,” said Peru coach Ricardo Gareca.
“We didn't deserve to lose, but we can’t cry over spilt milk.”
Meanwhile in Group D, Croatia took advantage of Argentina's slip against Iceland to record a comfortable 2-0 win over Nigeria.
A penalty from Real Madrid star Luka Modric and an own goal from Oghenekaro Etebo secured the points for the Croatians in Kaliningrad, sending them to the top of the standings.
Croatia face Argentina in their second group game.
“It’s going to be a very difficult match,” Modric said afterwards. “They have huge amounts of quality, but this win will really boost our confidence and we are going to up our game.”
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