The players were unable to reach the central Obelisco monument as planned due to security concerns because of the size of the crowd, estimated by local media at four million people. They were transferred from their parade bus to helicopters.
Images captured by Reuters showed people all over the city, including those waiting around the Obelisco and on surrounding highways trying to catch a glimpse of their returning champions.
Roads started to clear after the players were airlifted out, with some people left disappointed not to see the team.
The Argentine capital has been in party mode since the dramatic victory over France in Sunday's final in Qatar, which has helped mask economic woes in the South American nation battling one of the world's highest inflation rates.
Millions had already congregated in downtown Buenos Aires, with major roads shut down for the parade. People held up banners of Messi and late icon Diego Maradona, played instruments or climbed lamp-posts or bus stops.
The government made Tuesday a national holiday to allow fans to celebrate the win.