Messina then joined the Russian club CSKA Moscow in 2005, and led the team to the EuroLeague's 2005–06 title, and the coveted Triple Crown, in his first season there.

He was offered a position as the technical director at CSKA, but at the time of his resignation, he had not decided whether or not he wanted to stay with the club.

After Real Madrid had several poor performances, Messina resigned from the club's head coach position, in March 2011.

[4] In June 2012, Messina decided to leave his job as a consultant for the Los Angeles Lakers, and he returned to CSKA Moscow, to become the team's head coach.

[7] On 16 October 2014, Messina would coach the Spurs in a 121–90 preseason win against the Phoenix Suns, due to Gregg Popovich being unable to travel with the team at the time.

On 7–8 March 2016, Messina again served as head coach of the Spurs, for two games, due to Gregg Popovich leaving the team for a family emergency.

[10] On 11 June 2019, Messina signed a three-year contract, and agreed to become the new head coach and President of Basketball Operations of the Italian club Olimpia Milano.

In 2016, Messina took a short leave of absence from the San Antonio Spurs, in order to return as the head coach of the Azzurri, with the goal of qualifying for the 2016 Rio Summer Olympic Game.