Daniel Hernandez fielded Messi's free-kick and the Argentinian was denied again by Marc Valiente's block.
Valladolid were denied a penalty when Alba appeared to handle, but Barca were soon back on the attack.
Another free-kick, this time from Xavi, was off target and Hernandez then saved Messi's header, but the hosts could not hold out for half-time.
A slick passing move ended with Alba crossing low from the left side of the penalty area and Xavi stretched to convert the chance.
The second half started with Pedro heading Dani Alves' cross against the post. Messi then dragged a poor shot wide but soon doubled his side's lead with a trademark piece of brilliance.
Receiving Xavi's pass surrounded by defenders, he nutmegged Henrique Sereno before sending a low shot across Hernandez and in off the far post.
Another Messi effort went wide before Valladolid substitute Guerra cut the deficit, finishing at the second attempt after Victor Valdes saved his initial header.
But Barca immediately restored their two-goal cushion, Tello beating the hapless Sereno before stroking the ball home.