xe host-dmesg

Another way of getting the dmesg output (along with inventory.xml, physinfo.out, xeninfo.out and proc).

http://SERVER-IP/system-status?entries=xen-info&output=zip
OR
https://SERVER-IP/system-status?entries=xen-info&output=zip

The above will download a small file (4 KB in my case) containing the above + xen-dmesg.out.
Since this is a HTTP/S request, wget or curl (I tested with wget, works fine).

# wget --user=root --password=password -O system-status.zip http://SERVER-IP/system-status?entries=xen-info&output=zip