Seven-time Ballon d'Or winner Messi was booed as never before in his career, even in the rare bad times with Argentina, and whistled at every touch of the ball.
Coach Mauricio Pochettino said the players had reacted to the hostility "with sadness".
"No-one who loves PSG, its colours, and who feels the frustration of elimination, can experience it in any other way. Sadness. I think that's the right word. The sadness of experiencing an afternoon like this here at the Parc des Princes.”
"Messi and Neymar? We are all affected, we understand the disappointment and frustration, which we also share. But we are responsible. We only have to accept it as a team and we will be united until the end."
Ligue 1 is Pochettino's side's only objective this season.
"We are satisfied with the performance of the team in difficult circumstances, the team responded, with a professional performance, with a 3-0 win," added the Argentine.
Mbappe blasted in the first goal from Georginio Wijnaldum's pass in a move also involving Messi. It was the World Cup winner's 15th goal of the season in Ligue 1.
Neymar added a second seven minutes after the break with Messi again sending the ball through for Achraf Hakimi who teed up the Brazilian to score.
Paredes got on the scoresheet for the first time this season after an hour, firing the ball into the roof of the net.
'We're all to blame'
"We're all to blame, no-one more so than anyone else," PSG defender Presnel Kimpembe said of the whistles targeting Messi and Neymar.
"We're a team and we're all together when things are good and when they're not.
"Now is the time to show we have character and stay solid and strong together, even if it's very, very hard because unfortunately it happens often. It's time to pick ourselves back up and show that we're strong."
Luis Suarez, a former team-mate of Messi and Neymar at Barcelona, posted his support for the pair on social media.
"As always football has no memory. Always with you. Love you both so much!" Suarez wrote alongside a photo of the trio on Instagram.
On Saturday, PSG's ultra fans group had said Qatari club president Nasser Al-Khelaifi should step down after the French giants' Champions League elimination.
Bordeaux, yet to keep a clean sheet this season, have conceded a league-worst 68 goals and sit bottom of the table.
Marseille snapped a three-game winless run as Gerson, Arkadiusz Milik, Amine Harit and Cengiz Under scored in a 4-1 victory at Brest.
Jorge Sampaoli's team go back into second place above Nice on goals scored.
Rennes are a point outside the Champions League spots after a 4-2 victory away to Lyon.
Benjamin Bourigeaud, Baptiste Santamaria and Lovro Majer scored in the first half before Martin Terrier rifled in a fourth just after the break for the visitors.
Lyon avoided further embarrassment as they halved the deficit courtesy of Hamari Traore's own goal and a penalty from Moussa Dembele.
Strasbourg also stayed in the hunt for the top three as Ghana defender Alexander Djiku's goal secured a 1-0 home win over Monaco.
Lorient moved out of the relegation places with a 2-0 victory at Clermont. Reims beat Angers 1-0 while Metz remain in the bottom two after a goalless stalemate with Lens.