There was speculation earlier in the year that Messi may join PSG after it came to light that he and head coach Luis Enrique did not see eye to eye.
Messi has been linked with Paris St-Germain on numerous occasions as the French club are actually one of the few teams that can afford to buy Messi out of his current contract which expires in 2018.
However, while Mathieu confirmed that Messi had been involved in a heated dispute with Enrique, he reiterated that the Argentine will not be leaving Barcelona.
"It's impossible," Mathieu told RMC. "I can't see Messi at any other club than Barcelona."
Moving away from the subject of Messi, Mathieu revealed that he was beyond ecstatic to have scored against rivals Real Madrid inanother epic Clasico on Sunday.
Barcelona went on to win the match 2-1 and Mathieu believes that his side have taken another big step towards securing the La Liga title.
"We have taken a step towards it," he said. "There are quite a few games left, quite a few points to take. We don't have an easy run of fixtures. We have some big games to play, and we also have the Champions League. It's up to us to handle all of that well."