Messing, 27, dedicated an emotional skate to Bryan Adams' ‘Here I Am’ to his younger brother Paxon, who was killed in a motorcycle accident last month.
He began his performance by carrying a photo of his brother to the centre of the ice and was in tears as he ended the skate kneeling beside it.
"Going out there and skating, it was kind of like a last goodbye." - Keegan Messing
Speaking about his gala tribute, Messing said: “I feel like it was very important for me to do that.
“My parents were actually in the crowd, so was my wife, and close friends. My wife knew but I kept telling my parents I was skating to ‘Blue Suede Shoes’, which was actually my second number here if I was going to have to choose between the two. I didn’t tell my parents at all."
On the choice of music, he added: “At his funeral we played a slideshow to it. One of my very good friends put the pictures all together and I did all the music. This was the keynote song in the slideshow we used.
“It’s a very powerful song, something that when I heard it really close to his time of death just seemed like it fit and that’s really just why I used it.”
Messing, who finished 12th at PyeongChang 2018, said preparation for the competition had been particularly challenging.
“I feel like one of the reasons the long [program] wasn’t as good as I wanted it here was I wasn’t as physically strong as I felt like I should be."
The Canadian had earlier spoken of the “huge decision” to compete at the opening ISU Grand Prix of the season in Las Vegas, where he placed third in the short program and fourth overall behind Nathan Chen.
“Training after he died was very difficult for me to do, especially because Ralph [Burghart, coach] went to regionals two days afterwards, so I had nobody at the rink. I had just myself.
“And to try to continue to skate, try to do it, I think I only skated two long programs since he died, just because just finding motivation to wake up to go to the rink, I mean I still made it to the rink every day but it was some of the hardest things I’ve had to go through.”
After his free skate on Saturday night, Messing said he was pleased with what he had been able to achieve.
“All in all, I didn’t stop, I kept fighting, every step and, truthfully, I can leave here being happy just because I made it here, I skated one very good program and one program where I just kept fighting so I can leave happy because I made it here and I did what I wanted to do.”