Everton defender Mina missed Colombia's third penalty as Argentina won 3-2 following a 1-1 draw in normal time in Brasilia.
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Mina is known for dancing after scoring goals and pulled out his trademark celebration in the quarterfinal after netting in the shootout win over Uruguay.
With the game played without fans due to the coronavirus pandemic, the footage also picked up Aston Villa goalkeeper Martinez's attempts to put off Mina in the build-up to the penalty.
"Look, the ball's not on the spot," he told the referee as the centre-back stepped up to shoot.
He then shouted at Mina: "You're nervous, huh? I can tell you're nervous. I know where you're going to shoot. Watch and see how I'm going to eat you up. Remember, I'm going to eat you up."
"It was a tough game, but we deserved to win," Messi said. "We had to dig deep at times, but we have [Martinez] and he's a phenomenon. I'm really happy for him; he deserves it."
Messi, who is a free agent after his Barcelona contract expired on June 30, has never won a major trophy with Argentina.
He won the U20 World Cup and the Olympic Games with the U23s, but has lost four finals with the senior side, including three in the Copa America.
"It's the final [against Brazil] that we were all hoping for," Messi said. "It's going to be a very even game, a very tough game. We've achieved our main goal, which was to reach the final itself. Now we have to try and win it."