Jesus had the following discussion with the woman at the well:  

"The woman saith unto him, I know that Messiah cometh, which is called Christ: when he is come, he will tell us all things. Jesus saith unto her, I that   speak unto thee am he." (John 4:25-26)

Notice, the woman makes direct reference to the coming Messiah, then Jesus claims to be the person to which she makes reference. This is a direct claim by Jesus that He is the Messiah.