Lionel Messi says he is cautious over Argentina's chances as he prepares to lead the team at the World Cup, seeking to crown a glorious career by lifting the trophy in Qatar.

The South American side have won the trophy twice -- in 1978 and 1986 -- with Messi a defeated finalist in 2014.

"We are very excited," Messi said in an interview with CONMEBOL, the South American football federation.

"We have a very nice group that is very eager, but we think about going little by little. We know that World Cup groups are not easy."

Argentina's opening match at the World Cup is on November 22 against Saudi Arabia in Group C, which also includes Mexico and Poland.

They will play a final friendly on Wednesday in Abu Dhabi against the United Arab Emirates.

"We hope to start the World Cup in the best way to face everything that comes after," said Messi, who joined the rest of the squad in Abu Dhabi on Monday.

The Paris Saint-Germain forward highlighted the strengths of the team led by Lionel Scaloni and the advantage of having an established squad, who triumphed at last year's Copa America.

"The more you play and the more time you spend on the pitch, the more you get to know each other," he said. "We know each other's characteristics and what is best for each moment."

The forward said he doubted there would be a surprise winner of the World Cup.

"Whenever we talk about candidates, we always talk about the same teams," he said. "If I have to put some above others I think Brazil, France and England are a little bit above the rest.

"But the World Cup is so difficult and so complicated that anything can happen."

Messi, who is likely playing his last World Cup at the age of 35, said he had fully adapted to life in Paris after a difficult first year following his move from boyhood club Barcelona.

"After that year-long process, which took a long time, today I am happy where I am living and my family and I are enjoying ourselves in Paris," he said.

Messi played for PSG on Sunday before joining his Argentina teammates in Abu Dhabi, where he took part in a training session open to the public.