The Gunners were interested in three Barcelona players - Messi, Gerard Pique and Cesc Fabregas - before they broke into the first team at the Camp Nou, but were forced to settle for only the latter, who went on to make more than 300 appearances for the club.
Messi suffered final heartbreak with Argentina in three consecutive years as Germany's extra-time win in the 2014 World Cup showpiece was followed by penalty shoot-out reverses against Chile at the Copa America in 2015 and 2016.
Meanwhile, Messi came agonisingly close to winning the prestigious tournament four years later during the final in Brazil, but Argentina ultimately fell short as Mario Gotze scored the victor for Germany in extra time.
Dybala said Messi is the best player in the world and sharing the training ground with him is incredible.
"Winning the World Cup is a huge personal challenge for me, for the group [of players Argentina have] and for the country, who have the same dreams as us", he told El Trece.
"I would change a Barcelona title for the national team".
Argentina lock horns with Iceland on June 16, before taking on Croatia five days later and ending their group games against Nigeria on June 26. We have to aim to win the first game, which is the most important because it will give us peace of mind. Iceland showed in the Euros that they can go up against anyone.
Messi moved to Barcelona at the age of 13 and would have been eligible to play for Spain.
"Being a champion with Argentina would be something unique".