The Portuguese ace quit the Bernabeu for Juventus in the summer.
And, since he packed his bags, Los Blancos have stalled in La Liga.
Julen Lopetegui was sacked after a shocking start to the campaign and Santiago Solari has now taken the reins.
Despite an improvement in results, Real remain eight points behind Barca.
Messi says Real were always going to struggle without his goals.
The 33-year-old bagged 44 goals in all competitions last season.
Messi told Marca: “At the beginning of the season I said they are a great club, one of the best in the world and with a lot of great players.
“But anyone would miss Cristiano.
“He scores a lot of goals and gives you many other things so it doesn’t surprise me.”
Ronaldo is still impressing despite the move to Italy.
Last month he told Messi to join him in Serie A.
“Messi? Maybe it’s him who misses me,” Ronaldo explained to Gazzetta dello Sport.
“I’ve played in England, Spain, Italy, Portugal and for my national team, while he’s still in Spain.
“Maybe he needs me more?
“For me, life is a challenge, I like it and I like to make people happy.
“I’d like him to come to Italy one day.
“I hope he accepts the challenge like me, but if he’s happy there then I respect that.
“He’s a fantastic player and a good guy, but I don’t miss anything here.
“This is my new life and I’m happy.”
With Barcelona top of the pile in La Liga, Messi has managed 15 goals in 15 games in the Spanish top flight.