Messi opened the scoring in spectacular fashion yesterday by dribbling past four Athletic players and lashing home a low finish before Neymar added a second before half-time.
The Argentine grabbed his second of the game to kill the tie as a contest 17 minutes from time before Inaki Williams grabbed a consolation for the Basques.
Despite Athletic fans dominating two-thirds of the 99,000 capacity Camp Nou, there was nothing their players could do to stop a rampant Barca that is now just one game away from just the second treble in the club's history.
"From the start we saw a great Barca with all the players at a high level," said Barcelona boss Luis Enrique.
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"It is a shame for Athletic to have played these finals in the last few years against a Barca playing so well.
"They deserve a Cup and I hope they soon get it because the behaviour of their fans was spectacular."
The game began in controversy after the Spanish national anthem was drowned by the fans of two clubs with strong separatist identities.
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On the field there was little to argue about as Messi tore Bilbao apart to continue their 31-year drought without winning a major trophy.
"He is a player that we always say appears in the most decisive moments and obviously he wasn't going to miss out in a final," said Athletic coach Ernesto Valverde.
"His first goal was incredible."
The four-time World Player of the Year teed up Neymar for what should have been the opening goal just nine minutes in, but the Brazilian's effort was wrongly disallowed for offside.
Luis Suarez then forced Iago Herrerin into the first of many fine saves with a low drive.