Messi was bidding to emulate his compatriot Diego Maradona by inspiring Argentina to victory in the final in Rio de Janeiro, but instead the four-time world footballer of the year finished on the losing side as Germany prevailed 1-0.
The 27-year-old Barcelona superstar squandered a glorious chance early in the second half when he shot wide with only goalkeeper Manuel Neuer to beat, but Sabella said that his captain had nothing to prove.
"It is a very demanding tournament and it is drains everyone physically. He is already among the greatest of all time," Sabella said.
"I think yes he deserved it, because he played a great World Cup," said the Argentina coach.
"He was a fundamental factor for where we ended up. It was thoroughly deserved."
Messi scored four goals in the group phase, including a fine solo goal against Bosnia-Hercegovina and a stunning injury-time winner against Iran, but he failed to find the net in the knockout stage.