Barcelona won the home-and-home, total-goals series on 6-3 aggregate and will play Inter Milan in the semifinals starting April 20 in Italy.[break] The second leg is in Spain eight days later for a berth in the final on May 22 in Madrid.
Nicklas Bendtner, whose injury-time goal gave Arsenal a Premier League victory over Wolverhampton last weekend, put the Gunners ahead in the 18th minute.
Messi, the reigning FIFA player of the year, then took over, scoring in the 21st, 37th and 42nd minutes for a 3-1 lead.
He got his 39th goal of the season in the 88th minute after Manuel Almunia stopped his initial shot. Messi swept the rebound through the goalkeeper´s legs.
"I don´t know how many players can score that goal," Wenger said "It´s something that looks impossible that he makes possible. In exceptional games, exceptional players make the difference."
Messi matched Rivaldo as Barcelona´s career scoring leader in the competition with 25 goals.
With eight goals, Messi moved one ahead of Real Madrid´s Cristiano Ronaldo for this season´s Champions League scoring lead and became the first player to score four goals in a two-legged series in the competition.
Bendtner tied Manchester United´s Wayne Rooney for third with five goals each.
"Over two games they deserved to qualify," Wenger said. "They are a very good side but, of course, they have Messi, who can make a difference at any moment in the game."
Earlier Tuesday, Inter beat CSKA Moscow 1-0 on Wesley Sneijder´s sixth-minute goal to advance to the semifinals for the first time in seven years. The Italian champions won on 2-0 aggregate.
"True, maybe it wasn´t the most exciting game, but the real prize was reaching the semifinals," Inter coach Jose Mourinho said. "There were 500 Inter fans here in Moscow and our job was to make the semifinals, not put on a show, and that´s what we did."
Sneijder sent a low free kick through a defensive wall, off CSKA´s Keisuke Honda and past goalkeeper Igor Akinfeyev.
"The plan was to score before them," Mourinho said. "In Milan we scored on the 10th shot. Today we scored on the first one."
CSKA´s Chidi Odiah was ejected in the 49th minute, getting his second yellow card for a tackle of Samuel Eto´o. Odiah entered in the 14th minute for defender Vasiliy Berezutsky, who strained his hip in Monday´s practice, and Odiah received a yellow card for fouling Sneijder late in the first half.
"The quick goal made the task extremely difficult," CSKA coach Leonid Slutsky said. "Yes, we lost, but we never gave up. We played well."
In Inter´s last trip to the semifinals, it was eliminated by city rival AC Milan. Inter is seeking its first European championship since consecutive titles in 1964-65.
Mourinho has never lost in the quarterfinals of the Champions League. He previously coached at Porto and Chelsea.
On Wednesday, Manchester United is home trying to overturn a 2-1 deficit against Bayern Munich and Lyon takes a 3-1 advantage to Bordeaux in an all-French quarterfinal. The last time at least one English team didn´t reach the semifinals was 2003.
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