The Albiceleste, runners-up in last summer’s World Cup, will try to win their first continental title for 22 years after a one-sided game which saw Di Maria’s Manchester United team-mate Marcos Rojo and Manchester City’s Sergio Aguero also on target along with Javier Pastore and Gonzalo Higuain.

Lucas Barrios had cut the half-time deficit to just 2-1 but it is Argentina who will meet hosts Chile on Saturday at the Estadio Nacional in Santiago.

Left-back Rojo opened the scoring in the 15th minute after a Messi free-kick from the left. He failed to connect properly with his initial header but prodded the loose ball home left-footed.

Messi was once again the provider in the 27th minute after a flowing move ended with his through-ball setting up Pastore for a good low finish with his right foot.

Paraguay lost two key players to injury before half-time, midfielder Derlis Gonzalez and striker Roque Santa Cruz both unable to continue.

But the latter’s replacement, Barrios, gave his side hope in the 43rd minute with an opportunistic left-foot strike after Bruno Valdez won the ball in midfield.

However, two goals in the first eight minutes of the second half from Di Maria killed off any thoughts of a comeback.

He tucked away Pastore’s through-ball for his first goal before adding a second when the Paris St Germain playmaker’s shot was parried and the rebound found three team-mates queuing up.

With 10 minutes remaining, Aguero headed in Di Maria’s cross from the left for his third goal of the tournament. Messi then set up Aguero’s replacement, Napoli striker Higuain, for the sixth.

Di Maria told TV Publica he was “happy for the goals” and added: “It was a great game, a little bit difficult after Paraguay scored, but we managed to control it in the second half.”

Messi added: “We knew the goals were coming as soon as we managed to finish some of the opportunities we had. We played in the World Cup final and now we are looking forward to winning this cup.”