With the World Cup in North America less than a month away, Argentina captain Messi is in excellent form.
He has 11 goals in 12 MLS matches this season, Miami's latest victory boosting them into second place in the Eastern Conference with 25 points.
Messi opened the scoring in the 24th minute with a fortuitous rebound off a poor clearance by Matt Miazga.
It was 1-1 at half-time after Kevin Denkey's 41st-minute penalty, then Pavel Bucha scored from close range to put the hosts 2-1 up soon after the break.
Messi struck again in the 55th minute, finishing off a flowing Miami attack with a left-footed shot from a cross by Rodrigo De Paul.
Cincinnati's Brazilian playmaker Evander put the hosts back in front again with a blast from outside of the box in the 64th minute, his seventh goal in six matches.
But Messi set up a goal for young fellow Argentine Mateo Silvetti in the 79th minute, with Mexico international German Berterame scoring again for 4-3.
Messi forced the final goal in the 89th minute.
The 38-year-old launched himself at a cross from Silvetti and struck it with his right foot, the ball crashing off the post and deflecting in off goalkeeper Roman Celentano for an own goal.
Miami coach Guillermo Hoyos was full of praise for his side.
"What they did today was brilliant, against a tough team and on a difficult pitch," he said.
"It’s very hard to play here. It’s clear they’re not here to stroll around MLS.
"They're here to play, to give everything, and to show the world that football is played here too."
He added: "We’re leaving very happy.
"We were able to play football at a very high level."