Saudi goalkeeper Abdullah did well to keep out substitute Augusto Fernandez and Messi who shares the Argentina record of 12 goals in a year with Gabriel Batistuta.
"We gave a poor performance and kept giving away possession," visiting right back Pablo Zabaleta told Fox Sports television.
The Saudis defended in numbers and frequently troubled Argentina with quick breaks.
"The important thing is we didn't lose," said Messi's strike partner Sergio Aguero.
The home team had the ball in the net following a free kick in the 28th minute but were unlucky to see a marginal offside decision go against them.
In a flurry of action midway through the second half both sides cleared chances off the line and late Argentine pressure failed to yield a goal.
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