The trio were also nominated for the UEFA Men's Player of the Year award, with Van Dijk coming out on top.
Two members of the United States' World Cup-winning side have been shortlisted for the FIFA Women's The Best award in Megan Rapinoe and Alex Morgan, with England's Lucy Bronze also in contention.
USWNT manager Jill Ellis is up against England's Phil Neville and Netherlands' Sarina Wiegman for the Women's coach award.
The Men's coach award is dominated by the Premier League with Manchester City's Pep Guardiola, Liverpool's Jurgen Klopp and Tottenham's Mauricio Pochettino making the final three.
Liverpool's Alisson, Manchester City's Ederson and Barcelona's Marc-Andre ter Stegen have been nominated for the Men's Best Goalkeeper award, with Sweden's Hedvig Lindahl, Chile's Christiane Endler and Netherlands' Sari van Veenendaal in contention for the Women's award.
FIFA's The Best award has been around since 2016 and is a renovation of the FIFA World Player of the Year honour, which had merged with the Ballon d'Or from 2010 to 2015.
Ronaldo claimed the first two Men's The Best awards in 2016 and 2017, but his former Real Madrid teammate Luka Modric is the holder after he helped Los Blancos win a third successive Champions League and he later reached the World Cup final with Croatia.
Van Dijk helped Liverpool win the Champions League in 2019, while Ronaldo and Messi won the league titles in Italy and Spain respectively.
Messi, who was twice a runner-up to Ronaldo for this award, won the European Golden Shoe with 36 goals in La Liga last season.