No, massage can't cause a blood clot. However, if you have a clot in your leg, the last thing you want to do is massage it as it could dislodge the clot and direct it to your lungs which will cause a pulmonary embolism, a life-threatening emergency. You can read more about this at the mayoclinic.com website--look under "deep vein thrombosis" which is the medical term.