Messi had missed the Friday session at the club’s Joan Gamper Football City with a small muscle contraction in the quadriceps of his right leg.
He trained alone on Saturday but, as FC Barcelona began their first match week since the lockdown started in March, Messi trained normally with the rest of the squad.
Setien told Spanish television Movistar: “Messi is not the only one who has missed a training session with some discomfort.
“But it was a minor cramp and we have controlled it. He is perfectly fine and will have no problem (to face Real Mallorca)”.
La Liga returns on Thursday when Sevilla host Betis.
League leaders FC Barcelona are away to Real Mallorca two days later, with Real Madrid hosting Eibar Sunday and entering the round two points behind.
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