Neither the 26-year-old Barcelona forward, nor his relatives, nor other football stars who played in the charity games were suspected of any wrongdoing, however, officials said.
In a statement, Spanish police said they had broken up a Colombian network, which was suspected of laundering money through concerts and sporting events in Spain, South America and the United States.
Spanish police, working with Colombian security and the US Drug Enforcement Administration, arrested four people in the operation, launched in April 2012, they said.
Criminal charges were laid against another eight people and four companies, police said. Some 500,000 euros (USD 690,000) in assets have been blocked.
A Madrid examining magistrates' court, presided over by Judge Eduardo Lopez Palop, is supervising the case, which has been placed under seal, a judicial source said.
The Spanish probe sought to discover "how concert tours were being organised in Spain with the aim of using the financial flow as a mechanism to launder drug money," police said.
Besides putting on concerts in Spain, the Colombian firm organised charity football matches in South America and the United States featuring Messi, the four-time World Footballer of the Year, and other stars, police said.
Investigators had no evidence so far, however, that the "Messi and Friends" charity football games were linked to money laundering, the authorities said.
The Argentine international's father, Jorge Messi, represented the player for the charity games but had no link with the Colombian company or knowledge of illegal acts, a police source said.
"He had nothing to do with this firm," the source said, playing down a report in Spanish daily El Mundo, which had described Messi senior as being "at the centre" of the affair.
Police said they took witness statements from football players to gather information about the company, "ruling out for the moment their involvement in the crime being investigated".
El Mundo named the players as Barcelona's Messi, Dani Alves, Javier Mascherano and goalkeeper Jose Manuel Pinto. Barcelona coach Gerardo Martino said neither Lionel Messi nor his family were under any kind of investigation.
"Rumours cause damage when they are true but when they are not true they should not cause damage," Martino said. "There is nothing that should affect us," he said.
"It is notable that when the football is going fairly well, just at that moment rumours like this appear. We should treat them as such and stick to the reality, which is that there is no investigation."
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