Summer signing Messi hit the angle of post and bar with a free-kick in the first half and forced a save from Anthony Lopes but was below his best.
With the score at 1-1, he was replaced by right-back Achraf Hakimi and did not look happy at coming off.
Messi was given a round of applause, but not a standing ovation by his fans.
The 34-year-old, who left Barcelona this summer, did not stop but briefly said something to boss Mauricio Pochettino while walking past him to the bench.
Another PSG substitute, Mauro Icardi, ended up scoring the injury-time winner in the Ligue 1 game, as he headed in Kylian Mbappe's cross.
Lucas Paqueta swept in Karl Toko Ekambi's cross to give Lyon the lead.
But Neymar equalised with a controversial penalty. He appeared to pull back Malo Gusto in the box but the teenage Lyon defender was penalised instead, with a spot-kick given.
Neymar waited for Lopes to move before slotting in.
This was Messi's third game for Paris St-Germain - the third game he has ever played for a club other than Barcelona.
It took 40 days between joining and making his home debut for fitness reasons and because of the last international break.
His debut came last month as a second-half substitute in a 2-0 win over Reims, with the goals scored before his introduction.
He made his first start on Wednesday in the 1-1 Champions League draw with Club Bruges. Like that game, the much-hyped front three of Mbappe, Neymar and Messi all started on Sunday.
Messi hit the angle of the woodwork in Belgium and again in Paris - and is still waiting for a first goal in PSG colours.
He showed a few moments of link-up play with his old Barcelona team-mate Neymar, but fitting into the rest of the team remains a work in progress.
PSG's next game is Wednesday's Ligue 1 trip to Metz, as they bid to make it seven wins from seven at the top of the league.