Hi, They're basically the same thing, but it's called a "rub down" more often in sports and athletics. A massage is seen as more gentle and peaceful and relaxing for the whole body. But a rub down could be done for a specific body part overworked during an athletic activity. If the sentence using the words has nothing to do with sports, then it is probably means the same thing!

Depending on the context, they can have different meanings. A rubdown may be more brisk and less involved than a massage.