Aldo de Nigris scored two goals and Mexico, preparing to open 2014 World Cup qualifying next month, blanked Wales 2-0 on Sunday in an international football friendly.
De Nigris scored on a header off a centering pass from Pablo Barrera in the 42nd minute and netted the clincher in the 89th minute off a chest deflection of a cross into the penalty area by Edgar Andrade.
Wales manager Chris Coleman remained without a victory since taking over the national side following the death of former Wales manager Gary Speed last November.
Liverpool's 32-year-old forward Craig Bellamy played the full match for Wales. He had been considering retirement in the wake of Speed's death.
Wales will host Bosnia-Herzegovina in August before beginning their World Cup qualifying campaign against Belgium in September.
The Mexicans will face Bosnia-Herzegovina in Chicago on Thursday and Brazil next Sunday in Arlington, Texas, before starting World Cup qualifying at Mexico City against Guyana on June 8.