Up one nil at half-time in Pasadena, Mexico put two more past the Kiwis in the second for a decisive 3-0 victory.
Chris Wood was back for the first time in 2024 and Michael Boxall led New Zealand in his 50th cap.
Orbelín Pineda opened the scoring after five minutes to give his side a 1-0 lead.
The All Whites had their best scoring chance just before halftime, when a Joe Bell corner fired across the goal but Tommy Smith couldn't reach to head the ball into an empty net.
The result was assured after oranges as César Huerta and Luis Romo netted a further two to sink the visitors.
The All Whites will next be in action against the United States in Cincinnati on Wednesday.