At the awards ceremony, Messi, 26, shared credit with his Barcelona team mates, Spanish league champions last season and currently leaders of the table.
"I am really pleased. It is a really beautiful prize. It is a recognition of the (Barcelona) dressing room and of all that the team has been doing all year," he said.
Messi is currently sidelined with a torn hamstring after limping off during Barcelona's 4-1 win over Real Betis on November 10 — his fourth injury in a year.
His club said he could be out of action for up to eight weeks.
The Argentina captain said at Wednesday's ceremony that he was "getting better little by little and luckily there is no more pain".
As for his return to action, "it all depends on how things go. I will be back, but I will not put a date on when," he added.
"My aim is to come back and strengthen my whole body so that nothing goes wrong and I can play without worrying."
With 46 goals in 32 league appearances last season, Messi became the first player ever to win three Golden Shoe awards, after bagging it in 2010 and 2012.
He was already the only player to win European football's top individual award, the Ballon d'Or, four times.
He was handed Wednesday's award by the club's Bulgarian former star Hristo Stoichkov at a ceremony in Barcelona also attended by team mates including Carles Puyol and Cesc Fabregas.