Argentina face hosts Chile in the Copa America final in Santiago on Saturday.
“You cannot mark (Messi) man to man, because the only thing you gain is a problem. He is so good that he always finds a way of having more freedom,” Santos said.
The 60-year-old, however, said it is better to use zonal marking against Messi where he is not given much of the ball.
“It is better to use zonal marking. You have to prevent him from receiving the ball.”
Santos guided Portugal to a 1-0 victory over Argentina in an international friendly in November 2014.
Since then, Argentina have gone eight games without defeat, only failing to win in their Copa opener against Paraguay in La Serena, while they advanced past Colombia in the quarter-finals on penalties following a 0-0 draw.
“Argentina is a very strong opponent, they have great players. To win, you have to play the perfect match and have a little luck,” Santos added.