Football fans were left sorely disappointed on Sunday after Lionel Messi failed to play in the exhibition match between his Inter Miami team and a Hong Kong eleven, with the government agreeing that spectators deserved better.

Chants of "We want Messi" and "refund" came belting out of the stands at Hong Kong Stadium as the Argentine legend remained on the bench.

Some fans even declared the event, for which some had paid hundreds of dollars, a "scam".

The government issued a statement after the match, saying like the fans, it was also extremely disappointed with the arrangements, adding that the organisers owe people an explanation.

A government spokesperson said that the Major Sports Events Committee will follow up the matter with the organiser, and Messi's failure to play could lead to a demand for some of the grant for the event to be paid back.

"The event has been awarded 'M' status as well as a matching grant of HK$15 million and a grant for venue of HK$1 million," a statement noted.

After the match, Inter Miami head coach Gerardo Martino said Messi had been suffering from muscle inflammation throughout the week.

Messi underwent medical tests on Sunday morning and a decision was made not to risk the Argentine, Martino said.

Former financial secretary John Tsang was at the game and summed up how fans were feeling.

"I think generally, everybody is disappointed that Messi did not show up in the end, that he was not substituted in. People are generally disappointed about that and I can understand their feeling," he told RTHK.

On the pitch, the home side held their own in the first-half and went into half-time at 1-1.

Hong Kong XI head coach Jorn Andersen made 10 changes at the break. But Inter Miami put the home side away in the second-half with another three goals.