The big Swede travelled to Spain at the weekend with Neil Lennon and watched the Argentine superstar score a hat-trick in Barcelona's 5-4 win at Deportivo La Coruna.
But ahead of tonight's Champions League clash he said: "We are not going to focus on Lionel Messi, they have another nine (outfield) guys who can play football!
"Sometime you are going to end up one versus one with a Barcelona striker and you have to live with it.
"We know we can't switch off for a second, we know they are brilliant going forward.
Celtic have taken four points from their first two group games. However, Mjallby is well aware of the task that awaits them.
He said: "We want to get something out of it but we are not daft. We are going to play one of the best teams in the world and they are awesome going forward. They are going to be massive favourites.
"We will think of a way to stop them but we can't just sit in and defend, it's not the type of football we play.
"When we get the ball we need to make sure we don't panic and we keep it, but obviously it is going to be a difficult task.
"They are a brilliant team but that's what this competition is about, it is a great challenge for us.
"Instead of being afraid and showing them too much respect we should see this is as a big challenge for us.
"This group of players are improving all the time and hopefully we can catch them on a bad day and upset them."