The Argentine icon joined the MLS outfit last year and intends to finish his playing days in the US - although he doesn't expect to retire for some time yet.
Messi told ESPN: "As of today, I think it's going to be my last club.
"I'm not ready to leave football either."
The football great has made a significant impact since his move to Inter Miami and confessed that he cannot imagine a life where is not playing the game.
Messi said: "It was a difficult step to leave Europe to come here.
"The fact of having been world champion helped a lot to see things differently also.
"I love playing football. I enjoy the training, every day of the matches. [I am] a little afraid that everything will end.
"That's why I enjoy everything much more, because I'm aware that there's less and less to go and I have a good time at the club.
"I enjoy the little details that I know I'm going to miss when I don't play any more."
Meanwhile, Messi also rejected Kylian Mbappe's suggestion that the European Championships are more difficult to win than the World Cup.
He said in response: "Well, everybody prioritises their tournament.
"Obviously, the Euros is very important and has the best teams, but he’s leaving out three-time champion Argentina, five-time champion Brazil, two-time champion Uruguay. There are a lot of world champions left off to say that it’s the most difficult tournament.
"The best teams play in the World Cup, which generally includes all the world champions. There’s a reason everybody wants to be champions."