Messenger was a grey by Mambrino out of an unnamed mare (1774) by Turf. He was most likely foaled at Oxford Stud in Balsham, Cambridgeshire. Messenger was inbred to Cade in the third and fourth generations of his pedigree. Mambrino traced straight back to Blaze, the father of trotters. Messenger has crosses to all three of the Thoroughbred foundation sires, particularly Godolphin Arabian. Although his sire was a trotter, Messenger never ran a trot race. While still in England, he started in 16 flat races and won ten of them. Messenger's races, usually less than two and half miles, were mainly "match" races in which the side bets far exceeded the purse.