Leonardo said on Monday PSG have a seat "reserved" at the table of clubs who are "following closely" the developments around Messi's future.
The six-time Ballon d'Or winner is in the final six months of his Barca contract and could leave on a free transfer after this season.
Koeman, though, thinks it is normal for top players to be coveted by other clubs, saying he could never claim to have no interest in having PSG's star forwards at his disposal.
"If you ask me if I'm interested in Neymar and [Kylian] Mbappe, I'd say yes," he told reporters on Wednesday. "I don't know what will happen in the future; I can't give an opinion on those. We try to have the best squad possible."