Messi had looked far from his best in Barca's Super Cup victory over Atletico Madrid in midweek, but looked more like his old self as he put Barca 2-0 up inside 39 minutes and was then brilliantly set up by Neymar to complete his hat-trick.
However, Valencia were amazingly back in the game by half-time as Helder Postiga struck twice in first-half stoppage time.
"It is a difficult place to come for the players they have, the atmosphere and the intensity," Andres Iniesta told Canal Plus afterwards.
"We practically dominated the first-half for 44 minutes, were winning 3-0 and then we let them back into it. It is a question of improving. We are still at the start of the season and it is logical that the team has more to give."
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Neymar had already had a goal ruled out for offside when Cesc Fabregas sprung Valencia's high line with a fine through ball on 10 minutes and Messi evaded challenge from Adil Rami and Diego Alves to bundle home from close range.
But just when it appeared Valencia were in control of the game, Barca struck twice in two minutes.
Firstly, Sergio Busquets robbed the ball in midfield to allow Fabregas to set Messi free again to roll into the far corner. And then a wonderful piece of individual skill from Neymar teed-up the Argentine to side foot home his 23rd hat-trick for the Catalans.
Valencia responded wonderfully though and were back in the game before half-time thanks to Postiga's double. The Portuguese firstly produced a stunning overhead kick to turn Joao Pereira's cross into the top corner.