Khan recovered from a knockdown to secure a narrow points win over the veteran Mexican.
The former light-welterweight world champion said that he was off balance for the knockdown but admitted that it was a tough fight.
"It was a tough fight," Khan told BoxNation.
"He caught me with a shot but I was off balance. I remember everything in that round. I was down but I recovered and ran until I cleared my head. I just had to listen to Virgil [Hunter, his trainer] and get back to my boxing.
"Julio is a tough guy. He's Mexican and he didn't stop coming forward. That was one of my toughest fights."
The fight was Khan's first in England for two years, and he'll now be targeting a world title shot later in the year.