The duo form a deadly partnership together on the international stage and both hold the role of first-choice attacker at their respective teams at club level.
Messi has been linked with a move to the Etihad Stadium in recent seasons, despite any deal being highly unlikely.
But despite the fact a transfer to the Premier League doesn't seem to be in Messi's long-term plans, Aguero still dreams about a potential move.
"The money isn't a problem here," Aguero said on TyC Sport.
"But I think Messi, like [Cristiano] Ronaldo, are players who are symbols of their clubs and it's difficult for them to leave.
"I would love to have Leo on my team, but that seems quite complicated."
Aguero is currently recovering from injury after fracturing ribs in a car crash in Amsterdam last week.
The forward has received stick from figures in the media due to being abroad just days before a crucial clash against title-rivals Chelsea.
But he has defended his decision.
"When a player has a free day at Manchester City, most of the players go to London, others to Italy, some to Spain," he said.
"I was lucky that I know the agent of Maluma [a Colombian singer], he invited me and I went. I had almost two days off and going to the airport was when I had that accident.
"Then one thinks "why did I [go]", but it's difficult to imagine that something like that could happen.
"I still do not know if I am going to play on Saturday. Today I trained normally, but without the group."
City take on Stoke City this Saturday (3pm).
