The Barcelona star called time on his career with the national team after a third final defeat in three years, missing a penalty in their Copa America shoot-out loss to Chile.
But Valdano claims too much pressure is placed on Messi, and he should not be blamed for hanging up his boots.
"Argentina continues to focus all its problems on Messi," the FIFA World Cup winner told El Larguero.
"We are a country which always turns around predestined providential personalities. In football there was one called Maradona and Messi is his successor.
"We ask Messi alone to provide what we should ask from the whole team. This was the tournament in which Messi has played best, but with the accumulation of frustrations he has ended up exhausted, with nothing left.
"It is not easy to take the pressure in a country like Argentina, which has such an exaggerated relationship with football.
"In every tournament, the best player (for Argentina) was Messi. It is not fair that all the frustration focuses on him."