World Cup 2022: Saudi Arabia stun Argentina in major upset
The Falcons, ranked 51st in the global rankings, beat the world's third-best team in a pulsating match at Doha's Lusail Stadium.
Messi slotted in a penalty after a video review spotted a foul, as the South Americans dominated but had three goals disallowed.
But the Saudis spoiled Messi's swansong with two stunning second-half strikes in quick succession, first from striker al-Shehri and then winger and captain al-Dawsari.
"One of the biggest shocks in FIFA World Cup history," tweeted the tournament's official account.
Saudi Arabia's historic victory broke Argentina's 36-game unbeaten streak.
The South American side are one of the favourites to win the whole tournament, having beaten rivals Brazil to win the continental Copa America tournament last year.
In the second half, under intense pressure as the Argentinians sought a late equaliser, the Falcons' defenders put their bodies on the line with last-ditch tackles and goal-line clearances.
Goalkeeper Mohammed Alowais made five saves in total, picking up a yellow card in the process for dissent for what he thought was a foul.
Qatar emir waves Saudi flag
The win will come as a shock even within Saudi Arabia: last month Crown Prince Mohammed bin Salman told his country's players that no one expected them to win any points at the tournament.
"I know our group is difficult in the World Cup, and nobody expects us to secure a win or a draw. So what I want to say is just be comfortable, play your game and enjoy the tournament," the de-facto Saudi leader said.
The crown prince was at the opening ceremony of the tournament on Saturday, where he was pictured wearing a Qatar scarf and applauding Qatari Emir Tamim bin Hamad Al Thani as he opened the tournament.
The Qatari ruler returned the favour during Tuesday's shock win, turning up to Lusail Stadium and waving a Saudi flag to the delight of nearby fans.
The Gulf team's next match will be against Poland on Saturday at Doha's Education City Stadium, followed by the final group game against Mexico on 30 November in Lusail.
It's not the end of the road for Argentina. They will be reassured by Spain's 2010 World Cup triumph which started with a loss to Switzerland.
Argentina themselves got to the final of the 1990 World Cup after losing their opening match to Cameroon 1-0.
But for the Saudis, a win against the most difficult opponents in Group C will give them a much-needed boost of confidence to reach the knockout stages.
This is the sixth time they have made it to the tournament, having only made it to the second phase of the tournament in their first World Cup in 1994.
That year they beat Belgium in the group stages, in which forward Saeed al-Owairan scored a memorable individual effort.