Associated Press is reporting Murtaza's father, Mohammad Arif Ahmadi, said he was moving his family to Pakistan after "life became a misery for us."
Mr Ahmadi made clear that he did not want to leave Afghanistan but constant telephone threats and a menacing Taliban letter left him with no choice.
"In the letter, the Taliban asked why my son was not learning the Quran (Islam's holy book) in an Islamic school and why I was instead allowing him and encouraging him to play soccer," he said.
The AP report said 'when the threatening phone calls became more menacing, the family decided to go and "that was the main reason that I left my homeland," he added.'
"I sold all my belongings and brought my family out of Afghanistan to save my son's life as well as the lives of the rest of the family," Ahmadi said.
Earlier this year, the Afghan soccer federation had promised to arrange a meeting between Messi, a UNICEF goodwill ambassador, and Murtaza. There were reports that either Messi would come to Afghanistan to visit the boy or that some other arrangement would be made, such as sending the boy to Spain, where Messi plays with Barcelona, or arranging a meeting in a third country.
But none of the options worked out, Ahmadi said.
"Still, Murtaza hopes that one day he would be able to meet his hero, Messi," the father added.