The young Afghan boy who captivated hearts after he was pictured wearing a plastic bag as an improvised Lionel Messi jersey has appealed to the UN refugee agency after fleeing Afghanistan.

Murtaza Ahmadi became an Internet sensation in January after his older brother posted the picture on Facebook, with the Argentine superstar sending autographed jerseys to his tiny fan via UNICEF.

But his family have now fled with him to Pakistan, with his father Mohammad Arif Ahmadi telling AFP in Quetta Tuesday that they have appealed to the UNHCR after receiving threatening phone calls.

Ahmadi said the phone calls by unknown people began as the media spotlight turned on his five-year-old son.

"I felt my family and I were in danger so decided to leave Afghanistan," he said, adding that they had first travelled to the capital Islamabad before arriving in the southwestern city of Quetta.

But he feels unsafe there also, he said, adding that he has submitted a bid to the UNHCR to be sent to "any safe country".

"I do not have any choice," he said, adding he wants a life for his family that has some "sense of security".

His son and some of his family members are hoping they will be sent to Spain -- where Messi plays for giants Barcelona -- so that Murtaza can fulfil his dreams of becoming a football superstar, he added.

A UNHCR spokesman in Quetta confirmed the family had applied for emigration and said the agency was investigating their application.