Frank de Boer’s first game as Netherlands boss ended in defeat as a second-half penalty from Wolves striker Raul Jimenez gave Mexico victory in a friendly.
Jimenez had missed several chances before he converted from the spot after being pulled back by Nathan Ake.
The Dutch were poor although almost snatched an equalizer late on when Memphis Depay hit the bar.
Netherlands play Bosnia in the Nations League on Sunday.
Former Crystal Palace manager De Boer was named Netherlands boss on 23 September, succeeding Ronald Koeman after he left to take charge of Barcelona.