Messi cut an isolated figure as Argentina fell to a humbling 3-0 defeat to Croatia in their Group D clash on Thursday, making a premature exit a distinct possibility for the two-time champions.
Zabaleta, who was part of the team that reached the 2014 final, believes the Barcelona star could call time on his international career should they fail to progress to the last 16.
"I just feel so sorry for Lionel Messi," he told the BBC.
"This was his last chance to win something with Argentina so I wouldn't be surprised to see him retire from international football after this.
"He'll be so disappointed and it's another four years until Qatar."
Simply incredible from #CRO as they seal their place in the knock-out stages with a historic victory!
— FIFA World Cup (@FIFAWorldCup) June 21, 2018
Argentina capitulated after Willy Caballero's blunder allowed Ante Rebic to open the scoring in the 53rd minute, with Luka Modric and Ivan Rakitic adding goals late on.
Zabaleta was at a loss to explain the performance and has warned the players that supporters will not tolerate such a limp surrender.
He added: "The people in Argentina will be so angry now. You expect more from those players.
"They are so hungry for this World Cup, and they will not accept this.
"I've never seen a performance like this by Argentina. Never before. There was a lack of spirit and it's very strange to see."
Mario Kempes - who was part of Argentina's 1978 World Cup-winning team - shared Zabaleta's disbelief, accusing the players of putting in a "shameful" performance.
"The performance was shameful and the farewell is closer with each game," he said.
"When a reaction was expected in the second match it is a great surprise that it was worse than the first."
Photo Getty Images. Caption: Argentina's Lionel Messi