Dutchman Van Dijk starred as Liverpool won their sixth European Cup last season with a 2-0 Champions League final victory over Tottenham in Madrid.
"I need to thank my teammates, without them I would not have achieved what I have achieved," Van Dijk told BT Sport.
"It's been a long road and it's part of my journey. I'm very proud to get this trophy. It's credit to everyone who has helped me."
Messi, Ronaldo and Van Dijk shortlisted for UEFA awards
The 28-year-old is the first defender to win the award since the inaugural edition in 2010-11.
He moved to Liverpool from Southampton in January 2018 for a then-world record fee for a defender of £75 million ($91.4 million), immediately helping them reach that season's Champions League final where they lost to Real Madrid.
But Van Dijk was a key figure as Liverpool won their first major trophy since 2012 last term, while also setting a club-record points tally in finishing second by a point behind Manchester City in the Premier League.
"I wasn't 18 and went straight to the top. I had to work every step of the way," added Van Dijk, who was also part of the Netherlands side who lost the inaugural Nations League final to Ronaldo's Portugal.
Messi and Ronaldo had claimed five of the previous eight awards between them, with Andres Iniesta (2012), Franck Ribery (2013) and Luka Modric (2018) completing the winners' list.
WATCH: Messi and Ibrahimovic nominated for FIFA goal of the year
"It's not easy but of course we have a good relationship," said Ronaldo of Messi.
"We have not yet had dinner but it is nice. We push each other and it's good to be part of the history of football."
Ronaldo's first season in Italy after joining Juventus from Real Madrid brought him a Serie A winners' medal, but the Turin giants suffered a shock Champions League quarter-final loss to Ajax.
"It was a special year," said the 34-year-old.
Full-back Bronze won the Women's Champions League title with Lyon before helping England reach the women's World Cup semi-finals.
"We had an amazing season, winning the treble," said Bronze of Lyon's exploits. "I think any of my teammates could have been up here receiving the award today."
The 27-year-old Bronze is the first English player to win either of the UEFA player of the year titles.
COMMENTS
Comments are moderated and generally will be posted if they are on-topic and not abusive.
For more information, please see our Comments FAQ