"No, I cannot remember that happening before. I am grateful, we are always treated well when we play here," said Messi, who has now scored 45 hat-tricks for Barcelona and six for Argentina.
"I was fortunate enough to get the goals and we took the three points because we had a great chance to increase the distance with Atletico that we couldn't let get away."
Barcelona now hold a commanding 10-point lead thanks to Atletico Madrid losing 2-0 at Athletic Bilbao, days after being knocked out of the Champions League after conceding a contentious late penalty at Juventus.
To round off a memorable night, Messi added another milestone to his list by surpassing Xavi Hernandez with a club record 477th win.
Messi struck with a powerful free kick in the 17th minute and added a second goal just before halftime but saved his best for late.
In the 85th minute, Barcelona's all-time leading scorer used one touch of his left boot to float the ball from the left side of the box over keeper Pau Lopez. His shot grazed the underside of the bar before going in, triggering the outburst of praise from Betis fans.
- AP