Setien was sacked after just six months in charge of the Catalan club following the humiliating 8-2 defeat to Bayern Munich in the Champions League.
Speaking to El Pais last week, the former Barca boss admitted that six-time Ballon d’Or winner Messi was hard to coach during his short stint at the Camp Nou.
‘Leo is difficult to manage,’ Setien said. ‘Who am I to change him! If they have accepted him as he is for years and have not changed him.
‘There’s another facet beyond just the player and it’s more difficult to manage. Much more difficult.’
The Argentine attempted to force a move away from Barca back in the summer, but his efforts were blocked by both the club and La Liga, who insisted any interested party would have to pay his €700million release clause.
But Koeman, who replaced Setien in August, dismissed his predecessor’s claims and insisted that Messi is easy to get on with.
‘For me, Leo is a very good player – the best in the world,’ Koeman said ahead of Barca’s Champions League clash against Dynamo Kiev on Wednesday.
‘Each day, I see his ambition and winning mentality. I don’t have any difficulties getting along with him.
‘I don’t agree with that, but I respect Setien. If he thinks like that, it’ll be like that for him.’
Barca are languishing in 12th place in La Liga after winning just two of their opening six games this season.
However, they have picked up maximum points from their first two Champions League group stage clashes, and have the chance to make it three wins from three against Kiev at Camp Nou.