The stylish South Americans, who have had a massive following in Bangladesh since the 1980s, will play in the capital Dhaka tomorrow evening against Nigeria.
But only half of the tickets have so far been sold for the game -- the biggest football match in the country's history -- with many fans unable to afford the entry price.
Passion for the beautiful game runs deep in Bangladesh despite the national team's lowly ranking of 139 in the world and the long-standing dominance of cricket.
During the football World Cup last year, the country was covered in Argentinian and Brazilian flags as raucous fans adopted one or other side and supported them with ferocious loyalty.
Messi's scheduled arrival today from India, where Argentina beat Venezuela in another friendly on Friday, is likely to trigger huge excitement in the nation of 150 million people.
But minimum ticket prices of 7,500 taka (100 dollars) and the expense of Eid celebrations last week marking the end of Ramadan could leave rows of empty seats at the 24,000-capacity Bangabandhu National Stadium.
"It's a ridiculous price. They don't want real soccer fans to watch Messi's match. I earn just 8,000 taka per month. How can I afford a ticket?" Rajib Ahmed, 25, a chemical tester at a private company, told AFP outside the ground.
"I saved some money and bought a ticket for Monday's practice session. It costs 1,000 taka, which is still too much. I just want to see Messi in action. He is the best player on earth," Ahmed said.
Like many Bangladeshis, Rajib's love of Argentina is rooted in the team's glorious past.
"Our family has been supporting the side since the heyday of (Diego) Maradona," he said. "We would have bought tickets for the match had they lowered the price to perhaps 2,000 taka."
Ahead of 2014 World Cup qualifiers starting next month, Argentina -- under new coach Alejandro Sabella -- are on a two-match tour of India and Bangladesh to boost interest in the game in South Asia.
Their 1-0 win over Venezuela in Kolkata on Friday was played in front of nearly 80,000 cheering fans, with comprehensive coverage by Indian television stations and newspapers.
The Bangladesh Football Federation (BFF) says it has spent four million dollars bringing Wednesday's match to Dhaka in the hope it would raise the sport's profile and inspire young people.
"If you want to see Messi play, there is some cost," head of BFF's match organising committee Anwarul Haq Helal told AFP on Sunday. "We have sold only 50 percent of the tickets at the moment. We did not expect this.
"It's the biggest soccer match in Bangladesh's history. We are still hopeful all tickets will be sold just before the match. I am confident once Messi arrives here, things will change.
"After Eid celebrations is not a good time for people to be spending money, and many went back to their home villages for Eid and have not yet returned to Dhaka," Helal added.
Bangladesh was gripped by football fever during the 2010 World Cup -- though Argentina were knocked out in the quarter-finals.
When power cuts hit television coverage during several matches, fans were so angry that riots erupted, electricity stations were attacked, and the government ordered factories to stop work to avoid further blackouts.
Bangladeshi fans may even struggle to see Wednesday's game on television after broadcaster ESPN was reportedly unable to strike a deal with organisers.
The FIFA-sanctioned match will now be shown on a small satellite channel which many locals do not receive.
"I very much wanted to go to the match, but I had to give up hope," Daud Hossain, 55, told AFP.
"Instead I've just bought two tickets for the practice session for my son and niece. The organisers are just ripping money out of our pockets to fill up their coffers."
Domestic sides from England, Germany and elsewhere are increasingly keen to tap into their Asian support base, with the region's young population and growing economies seen as offering huge potential.
Bangladesh, where more than 30 percent of people live below the poverty line, has itself enjoyed recent economic growth but has been off the radar for overseas teams focused on wealthier nations such as Japan and China.