The 30-year-old Argentine won the prize for being the top scorer in Europe’s leading leagues last season after netting 37 times for Barcelona.
“I have always said that I don’t consider myself to be a striker, but I have been lucky enough to always score goals and win individual prizes,” the five-time Ballon d’Or winner said after being handed the trophy at a ceremony in Barcelona.
“As I have progressed off the field, I think I have also done so on the pitch.
“I have improved and added things to my game and I enjoy myself more and more every day as a player.”
Messi won the trophy ahead of Bas Dost, who scored 34 goals for Sporting Lisbon last season, and Pierre-Emerick Aubameyang, on target 31 times for Borussia Dortmund.
Previously the winner in 2010, 2012 and 2013, Messi equals Cristiano Ronaldo in claiming a fourth Golden Shoe. The Real Madrid superstar was the winner in 2008, 2011, 2014 and 2015.
Messi succeeds his Barcelona team-mate Luis Suarez, the 2016 winner who handed over the trophy on Friday.
Messi is on top of the scorers’ charts in La Liga again this season, with 12 goals in 12 games.