In his 20-year Barca career, this is now the closest Messi has came to leaving the club after becoming unhappy at the lack of progress on the pitch and how the club is run at boardroom level.
Things came to a head after the Blaugrana were emphatically dumped out of the Champions League after a 8-2 loss against Bayern.
Manchester City are one of the clubs most strongly linked with a transfer which would undoubtedly be the biggest in football history.
Arteta, who was formerly Pep Guardiola's assistant at City, wants Messi in the Premier League even if it strengthens a rival.
"He's been linked everywhere! He has more clubs linked with him than any other player in history. I've been a Barcelona fan since I was young so I was sad to see [him go]. In my opinion he is the best player in football history," Arteta said ahead of the Community Shield this weekend.
"Let's see what happens, if he comes to England we are all going to enjoy that.
"[If he plays against Arsenal] it doesn't matter, it's good for football. We have to find a way, if not there we might face him in the Champions League.
"You want the best players in your league, as an athlete you want the best competition.
Arteta used Cristiano Ronaldo as an example of a player who made everyone else raise their game.
"I played against [Cristiano] Ronaldo in the Premier League and it was great, it raises the level of every individual and team," the Spaniard added.