A method, system and computer program product for dynamically controlling a tracing of messages. A header (referred to herein as the “trace header”) is placed in a message by a sending application, where the trace header includes a structure for storing fields of data for defining tracing operations. Once the message with the trace header is received by a message broker after being sent by the sending application, the message broker will analyze the fields of the trace header and perform the appropriate tracing operation in response to the information provided in the trace header. Through the use of the trace header, the tracing overhead can be minimized as well as a faster diagnosis of the problem (e.g., errors while processing the messages through a message flow of the message broker) can be provided since less data will be needed to be analyzed.