The Neutron Spectrometer (NS) on board NASA's MErcury Surface, Space ENvironment, GEochemistry, and Ranging (MESSENGER) spacecraft is sensitive to galactic cosmic ray (GCR) protons greater than 125 MeV. During the MESSENGER orbital mission of Mercury, which lasted from March 2011 to April 2015, the NS made continual measurements of GCR variations, which represent the first long‐term GCR measurements for solar distances less than 0.5 AU. These relative GCR variations are compared to GCR variations measured by the Cosmic Ray Telescope for Environmental Radiation (CRaTER) on the Lunar Reconnaissance Orbiter. The two data sets are highly correlated, with correlation coefficients ranging from 0.91 to 0.98 for time integrations ranging from 1 to 25 days. The MESSENGER NS and CRaTER measurements of GCR variations are used to investigate the GCR radial gradient within the inner solar system. We find that the GCR radial gradient is less than 10% per AU, which is consistent with GCR radial gradients measured for solar distances greater than 1 AU.