The 38-year-old Argentine superstar forward had treatment on his upper right leg, or groin, before making his exit under his own power and walking to the locker room.
Messi took the ball and dribbled toward the Necaxa back line, but he stumbled on the edge of the penalty area and ran into Necaxa defender Alexis Pena then tumbled to the ground, pounding the pitch in frustration as the ball was cleared away.
Moments later, Messi went to the ground in a seated position, lying on his back briefly until the trainers arrived.
He was eventually replaced by Federico Redondo.
Inter Miami won 5-4 on penalties after the game ended 2-2 in normal time, with both teams reduced to 10 men.
Argentine striker Tomas Badaloni was denied on the decisive penalty kick in the third round of the shoot-out while Rodrigo De Paul, Ben Cremaschi, Jordi Alba, Redondo and Luis Suarez hit penalties for Miami, Uruguayan striker Suarez scoring the decider.
Inter Miami Venezuelan midfielder Telasco Segovia scored in the 12th minute, but Herons defender Maximiliano Falcon of Uruguay was shown a red card in the 17th minute.
Badaloni netted the equaliser for Necaxa in the 33rd minute to lift the visitors level at half-time, but Necaxa went down to 10 men as well when Cristian Calderon received a red card in the 60th minute.
Ricardo Monreal, who came off the Necaxa bench in the 74th minute, scored in the 81st to put the Mexican side ahead only for Spain’s Alba to equalise for Miami in the second minute of stoppage time, and send the game to a penalty shoot-out. (AFP)