Striker Shinji Okazaki stabbed home the winner in the 19th minute to give the Blue Samurai their first ever victory over the twice World Cup winners in front of 57,000 in Saitama.
"I'm delighted," Zaccheroni told reporters. "It was an important test facing such big opponents as Argentina. I told my players if they believed in themselves they could win."
Messi proved Argentina's most dangerous weapon despite only just recovering from an ankle injury but it was Japan who took a surprise lead with 19 minutes gone.
Captain Makoto Hasebe's long-range drive was parried by goalkeeper Sergio Romero and Okazaki pounced to force home the loose ball.
Messi and Carlos Tevez in particular came close on several occasions but Japan's defence stood firm to deliver their coach a famous win.
Argentina's Inter Milan duo Diego Milito and Esteban Cambiasso both limped out of the friendly in the first half and their club said in a statement they had suffered muscle problems and would be assessed in the coming days.
European champions Inter have been dogged by injuries so far this term and the loss of last season's top scorer and their most consistent midfielder would be a blow, although fit-again captain Javier Zanetti hopes to return at Cagliari next Sunday.
