The Albiceleste progressed through to the last four of the South American competition after Carlos Tevez netted the decisive strike in a tense encounter.
Argentina had dominated the game for 90 minutes, but could not get a decisive goal, with Colombia’s David Ospina making a number of noteworthy stops.
The game went to penalties, where Argentina captain Messi scored the first strike for the eventual winners.
The Barcelona star has stated that he was happy with the manner of his team’s performance in the match but also admitted that he was full of nerves when the game went to penalties.
"It was our best game in this Copa America," Messi is quoted as saying by FourFourTwo.
"We played a very complete game and we created many clear chances. We had to resort to penalties, but we totally deserved to win it before.
"Mainly I was scared because we could have exited the competition after missing so many clear chances. So when we started to miss penalties I began to think: "we are out again".
"We didn't deserve to suffer that much. We had so many clear chances.”
Messi is fresh from inspiring his club to a momentous treble, with the four-time Ballon d’Or winner in superb form throughout 2015.
The 28-year-old has struggled to replicate his club showings on the international stage and had a number of opportunities to score against Colombia but could not take them.
Argentina are widely expected to line up against hosts Chile in the competition final but must first overcome Paraguay in the next round.