Cook will return to the CBS drama this fall as a series regular, while Gibson also made a last-minute deal to reprise his role last month.
Messer told TV Guide: "There is a relationship there... that we think is worth exploring."
She added: "It's nothing romantic, but there's definitely a bond that these two have... that doesn't come along very often."
Messer previously revealed that the seventh season of Criminal Minds will see the BAU team face a financial crisis that threatens to dismantle their operation.
Paget Brewster (Emily Prentiss) will also return to the show as a series regular this season, while Rachel Nichols (Ashley Seaver) has been dropped from the series.
Criminal Minds will return to CBS on September 21.
Watch the final scene of Criminal Minds' sixth season below: