Selecao strikers Gabriel Jesus and Roberto Firmino scored in the 2-0 win to send their side to Sunday’s final.
Argentina dominated the game statistically, taking 14 shots to their opponents’ four and having slightly more possession.
Barcelona star Messi has never won a senior tournament with his nation and again came up agonisingly short last night.
Next year’s Copa America, which will be jointly hosted by Argentina and Colombia, may be his last chance of glory with the Albiceleste.
Messi was furious after another early exit and believes Lionel Scaloni’s side were not given a fair crack of the whip.
Colombian referee Roddy Zambrano awarded 19 fouls against Argentina, while also booking five of their players.
And the five-time Ballon d’Or winner lashed out at the officials in the aftermath of the defeat.
“They were not better than us,” Messi raged after the 2-0 loss