Messi, who played his final game for PSG over the weekend, was also linked with a return to Barcelona but the Spanish club have had their hands tied due to LaLiga's financial fair play rules.
"I made the decision that I'm going to go to Miami," Messi said in an interview with Mundo Deportivo and Sport newspapers.
"I still haven't closed it 100%. I'm still missing a few things, but we decided to go ahead. If Barcelona didn't work out, I wanted to leave Europe, get out of the spotlight and think more about my family."
His move to South Florida will mark the first time the 35-year-old Argentine will play outside Europe since he joined Barca's academy at the age of 13 and became the Spanish club's all-time record goalscorer with 672 goals.
Messi, who led Argentina to World Cup glory in Qatar in December and has earned a record seven Ballon d'Or awards, won the Ligue 1 title in his two seasons with PSG as well as the French Super Cup in 2022.
"After winning the World Cup and not being able to go to Barca, it was time to go to the U.S. league to experience football in a different way and enjoy the day-to-day," Messi said.
"Obviously with the same responsibility and desire to want to win and to always do things well. But with more peace of mind."
Messi had wanted to go to a club where he could eventually have an ownership stake, a source with knowledge of the negotiations told Reuters this week. He also wanted to maximise his existing deal with Adidas and MLS's relationship with Apple.
MLS earns a flat fee of around $250 million per year from Apple until it reaches a certain threshold of subscriptions, after which point it will earn a share of the revenue from those subscriptions.
Messi's move to MLS is expected to drive viewers to the Apple TV streaming platform, as the world's most recognisable soccer player.
The forward was also linked with a move to Saudi Arabian side Al-Hilal after he received a formal offer.
The Gulf country has been looking to bring the game's biggest players to its league and was successful in convincing Portuguese forward Cristiano Ronaldo to join Al Nassr soon after the World Cup. French striker Karim Benzema joined Al Ittihad this week.
Inter Miami are co-owned by former England captain David Beckham, who was one of the first major European stars to move to the United States to play in the MLS, winning the MLS Cup twice with Los Angeles Galaxy.
Messi will have his work cut out in Miami, however, with the club rock bottom of the Eastern Conference standings -- six points from ninth place, the final spot which would give them a chance of qualifying for the playoffs.
The team sacked coach Phil Neville last week after a dismal run of 10 defeats and five wins this season, a stark contrast to last season when they finished sixth and qualified for the MLS Cup playoffs.
Once the crown jewel of European football, Messi has effectively been let go by two super clubs in two years -- for free.
At Barcelona, Messi has several records to his name at the club he did not want to leave, in a city he had called home since he was a teenager.
But Messi had no choice in the manner of his exit from Barcelona in 2021 as the club failed to make it financially feasible to retain his services.
His move away from PSG, however, is of his own volition as he felt the French club lacked a project for the future while fan unrest only hastened his exit.
The highs after winning Argentina's first World Cup in 36 years were quickly offset by the lows he experienced in Paris.
Even before he could rest on his World Cup laurels he found himself in the eye of a storm when, for the first time in his illustrious career, his club's fans turned against him amid PSG's troubling form.
Supporters of PSG, owned and funded by Qatar Sports Investments, have become accustomed to winning domestic titles in the past decade. They won their ninth title in 11 seasons last month.
But the holy grail -- the Champions League -- remains elusive after yet another meek exit in the last 16.