The match served as a first World Cup warm-up game for the Mexicans, who fielded a strong XI, while the Dragons were without key players including Joe Allen, James Chester, Neil Taylor and Real Madrid's Gareth Bale.
El Tri claimed the first shot on target in the sixth minute as Jesus Manuel Corona arrived in the penalty area and let fly, forcing Wayne Hennessey to react quickly to tip the ball around his left post.
There was a blow for Wales boss Ryan Giggs - overseeing just his third Dragons game - with just over 20 minutes on the clock as captain Ashley Williams picked up a shoulder injury, forcing the former Manchester United star into an early change, throwing on Tom Lockyer in the Everton man's place.
With Wales still adjusting to Williams's early withdrawal, Mexico piled bodies forward and came close when Erick Gutierrez went for goal from a tight angle, testing Hennessey again.
The Dragons' best chance of the game came in the 25th minute when Chris Gunter picked out Harry Wilson on the right flank, allowing the Liverpool youngster to cut inside and get a shot away, which missed the target by inches.
Both sides started the second period slowly but Mexico had a chance to break the deadlock 10 minutes into it when captain Hector Herrera went clean through on goal, only for Hennessey to come surging off his line to block the Porto player's strike.
Wales defended deep and restricted Mexico to long range efforts in the second period, one of which came from Jurgen Damm, who shot straight at Hennessey in the 76th minute.
There was a nervy moment for the Welsh in the 80th minute when substitute Jonathan dos Santos rounded Hennessey as the goalkeeper committed himself and forced him wide, but there were no takers for the striker's cross towards the back post.
Dos Santos had another scoring opportunity moments later, getting goalside of his marker to go one on one with Hennessey, only to place a tame strike straight at the Crystal Palace stopper.
Wales offered nothing in the final third after the interval, though Giggs can draw positives from the way his side defended, and the debuts of youngsters Matt Smith and George Thomas, who came off the bench to make their first appearances for the Dragons.
Mexico have two remaining friendlies - against Scotland and Denmark - before their World Cup campaign gets underway against Germany on June 17.
MEXICO (4-4-2): Corona; Ayala, Alanis (Salcedo 45'), Gallardo, Alvarez; Molina, Herrera (J. Dos Santos 61'), Gutierrez (Fabian 74'), Corona (G. dos Santos 69'); Hernandez (Peralta 59'), Aquino
WALES (3-4-3): Hennessey; Mepham, Williams (Lockyer 21'), Davies; Gunter (Roberts 45'), Wilson (Thomas 64'), King, Ramsey; Lawrence (Smith 81'), Vokes (Brooks 45'), Ledley (John 45')