After a scoreless first half, Mexico, who are also bound for South Africa, shifted up a gear during a decisive 15-minute period early in the second spell.
The damage was done by two of their subsitutues, with Javier Hernandez and Carlos Vela grabbing the goals, before the Mexicans took their foot off the pedal.
With influential skipper Ryan Nelsen out with a knee injury, New Zealand coach Ricki Herbert gave England-based 19-year-old defender Tommy Smith his first cap.
There was also an international debut for Auckland City midfielder Chad Coombes, who had been a late addition to the squad.
Herbert started Chris Killen and Shane Smeltz up front, while Plymouth Argyle's Rory Fallon, who had been involved in a country-versus-club tug-of-war before the match, began on the bench.
Fallon, scorer of the goal against Bahrain that took New Zealand to the World Cup finals, came on in the 55th minute for Killen.
The All Whites made a composed start and created an early half-chance when a Leo Bertos cross was glanced wide.
They continued to be prepared to send players forward, while staying disciplined in defence.
However, as the half progressed, Mexico, who at No 15 are ranked 65 places above New Zealand, began to dominate possession and were camping inside opposition territory.
However, while they were able to capitalise on the pressure, failing to force 'keeper Glen Moss make a save.
The closest they came to scoring was in the 28th minute, when a corner from veteran playmaker Cuauhtemoc Blanco made its way to Jonathan Dos Santos.
The Barcelona midfielder cracked a shot against the crossbar with such power that it rebounded past him.
The Mexicans, who beat Bolivia 5-0 in their last outing when they were without their European-based contingent, were off-target with further chances.
With the contest locked at 0-0, coach Javier Aguirre made four substitutions at the start of the second half, and Hernandez threatened early with a header that just went wide.
Hernandez made no mistake from another cross in the 54th minute when he outjumped the defence and nodded the ball past a helpless Moss.
There was worse for the All Whites 10 minutes later when Vela produced a solo effort for Mexico's second goal.
The Arsenal forward outmuscled Ben Sigmund on the edge of the box and then glided past Andy Boyens before slotting home.
New Zealand did get the ball in the net in the 75th minute, with Michael McGlinchey, who add some spark when he come on for Coombes early in the second half, finding Fallon with a flick pass inside the box.
Fallon fired home with aplomb from close range, but was ruled offside.
A minute later, Moss was called on to produce a good save from Hernandez.
New Zealand have three more build-up matches before the World Cup, beginning with a date with Australia in Melbourne on May 24.
They also have friendlies against Serbia and Slovenia in Europe, before they open their cup campaign against Slovakia in Rustenburg on June 15.
