It was less than a convincing performance from the Catalan giants on Sunday night but a masterclass move from Messi in the second half gave Setien a winning start to life at the Camp Nou.
Although Barcelona had 80% possession, the build up was often slow and predictable. It appears Setien wants to play through the middle but were suffocated by a well-organized Grenada defence.
A red card to German Sanchez in the 69th minute weakened the defence and gave Barcelona the opportunity to score 7 minutes later.
The win puts Barcelona back on top of the La Liga ahead of arch rivals Real Madrid on goals difference.
Setien was an animated sight when the goal finally came and even after the final whistle his happiness was unveiled.
Setien, 61, left Real Betis in the summer and had been out of work until the call to replace Ernesto Valverde in the Barca management ranks.
Barcelona had few chances to report from the match. Teenager Ansu Fati pulled off a brilliant save from Rui Silva and Messi hit the side-netting.
The visitors had a rare spell at the beginning of the second half and almost took the lead when Yan Eteki’s firm low strike came off the post.
Barcelona’s next match is a Copa del Rey quarter-final match at Ibiza on Wednesday.