Barcelona star Messi immediately left the practice session, but the seriousness of the injury was played down by officials. "Messi is fine. It was only a knock and nothing else," said team official Nicolas Otamendi.
Argentina were training ahead of a pre-FIFA World Cup friendly match against Canada taking place on Monday before flying to South Africa for the finals next Friday.
Juan Sebastian Veron (Estudiantes) and Sergio Agüero (Atletico Madrid) both joined up with the squad on Friday.
But Walter Samuel and Diego Milito (Inter Milan) and Martin Demichelis (Bayern Munich) were missing as they are taking part in the UEFA Champions League final in Madrid on Saturday.