Aguero, 27, and Messi, 28, have played together for a decade internationally – at youth and senior level – winning the 2008 Olympics and the 2005 Under-20 World Cup alongside each other.
Argentina face Paraguay in semis on Tuesday.
Having come so close to World Cup glory last summer – losing to Germany in the final in extra-time – Argentina are hopeful of ending their 22-year wait for a senior international title in Chile.
Ahead of Tuesday’s semi-final clash with Paraguay, the conquerors of Brazil, Aguero has defended Messi from criticism as the attacker has netted only once in his side’s first four matches in the tournament.
“Messi always wants to do better and when he does not score goals, he starts saying ‘I did not get lucky’,” he said on Sunday.
“But I tell him ‘Be quiet, the goals will come, you have to be patient’. Leo is always under such pressure to score goals. It is the same for me, though there are 10 other players in the team than yourself.”
“Obviously everyone can make mistakes, but Messi always gambles and keeps going and going. And that gives us all confidence, because if Leo keeps going then we do too,” he added.
Aguero, who has scored two of Argentina’s four goals so far in the tournament, also downplayed suggestions that he will depart English club Manchester City ahead of the 2015-16 campaign.
“Every year I end up talking about my Manchester City future,” he added. “But I’m comfortable and at peace there – I have not thought about going somewhere else.”