ESPN statistics show this is the first time since 2014 that Messi has failed to score three penalties on the bounce.
Inter Miami had drawn level after Andy Najar opened the scoring for Nashville in the 17th minute at Geodis Park.
Former MLS Most Valuable Player Hany Mukhtar struck twice, either side of a clever backheeled finish from striker Sam Surridge.
The reigning MLS Cup champions had arrived on the back of six unbeaten league games.
Both defeats came with Messi and striker Luis Suarez missing from the starting line-up.
Inter Miami were thrashed 4-1 by league leaders Nashville on Saturday, a defeat that saw Lionel Messi miss his third penalty in a row as his side slumped to a third straight loss.
The Argentine had the chance to level at 1-1 in the 23rd minute, but Nashville goalkeeper Brian Schwake pushed his effort away from the bottom right corner. Sergio Reguilon buried the rebound, only for a video review to chalk it off because players had encroached into the box before the kick.
ESPN statistics show this is the first time since 2014 that Messi has failed to score three penalties on the bounce.
Both of his other misses came for Argentina at the World Cup this summer, the first against Austria in the group stage and the second against Egypt in the last 16.
His last MLS miss before this run dated back to 13 September 2025.
Inter Miami had drawn level after Andy Najar opened the scoring for Nashville in the 17th minute at Geodis Park. Messi slid a decisive pass through to Telasco Segovia, who beat his man with a lovely piece of skill before firing home in first-half stoppage time.
Nashville seized total control after the break. Former MLS Most Valuable Player Hany Mukhtar struck twice, either side of a clever backheeled finish from striker Sam Surridge.
Messi boiled over. He protested furiously to the referee that a foul in his favour had gone unpunished in the build-up to Surridge's third, and picked up a yellow card for his trouble.
His luck ran out completely in second-half stoppage time. Both posts denied him in a single attack, and when he finally forced the ball over the line, the goal was ruled out for offside.
Inter Miami gifted Nashville the fourth. Goalkeeper Rocco Rios Novo slipped and was left stranded outside his box, and Schwake's long ball dropped to the onrushing Mukhtar, who rolled it into the empty net.
The reigning MLS Cup champions had arrived on the back of six unbeaten league games. A win would have carried them top of the Eastern Conference and the overall Supporters' Shield standings, above Nashville, but instead the hosts stretched the gap to five points with fifteen matches left in the regular season.
Inter Miami had also lost their last two matches in the Leagues Cup, the tournament between MLS and the Mexican league, crashing out at the group stage before the knockouts. Both defeats came with Messi and striker Luis Suarez missing from the starting line-up.
Saturday marked Messi's return to the starting XI for the first time since the death of his father Jorge a week ago. He sat out the defeat to Monterrey and came off the bench in Wednesday's loss to Leon, while Suarez missed the Leagues Cup entirely through suspension over incidents in last year's final.
Next up is a trip to Philadelphia Union on Wednesday, where Inter Miami will look to get back to winning ways.
