Neymar provided the assist for Lucas Paqueta's 35th-minute winner as Brazil saw off 2019 runners-up Peru 1-0 in Monday's semi-final.
Brazil will meet the winner of the Argentina-Colombia semi in Saturday's decider at the iconic Maracana and Neymar is eyeing a blockbuster showdown with La Albiceleste.
South American rivals Brazil and Argentina have not met in a Copa final since 2007, when the Selecao won 3-0.
"I want Argentina, I'm rooting for Argentina," Neymar – a former Barcelona team-mate of Messi – said post-match in Rio de Janeiro.
"I have friends there, then in the final it will be Brazil [laughs]."
Neymar was impressive throughout at Estadio Nilton Santos, attempting a team-high four shots to go with two key passes and the decisive assist.