France forward Mbappe put the Ligue 1 side 2-0 up in the first seven minutes and Messi added a third before the break plus a fourth with a penalty after the interval.
PSG were guaranteed second place in Group A before kickoff while Manchester City, who lost 2-1 at RB Leipzig on Tuesday, had already secured top spot and finished with 12 points, one ahead of Mauricio Pochettino's Paris side.
Brugge were eliminated from European competition after finishing bottom with four points, three behind Leipzig.
Visiting goalkeeper Simon Mignolet clumsily punched Nuno Mendes's cross into the path of Mbappe who fired home after two minutes and the striker was at it again five minutes later when he volleyed past the Belgian from Angel Di Maria's pass.
Mbappe is the youngest player to reach 30 goals in the Champions League, less than two weeks before his 23rd birthday.
Messi added the third seven minutes before halftime with a trademark curled attempt from outside the area and although Mats Rits pulled one back in the 68th, PSG were always in control.
Messi wrapped up a comfortable victory with a 76th-minute spot kick after being brought down by substitute Ignace Van der Brempt.