Chris Coleman suffered defeat in his first match in charge of Wales as Aldo De Nigris' double gave classy Mexico a deserved 2-0 victory at MetLife Stadium in New York.
Wales were always likely to be up against it without the likes of Gareth Bale and Joe Ledley, and they struggled with the humidity and a lifeless pitch, failing to force a save from Mexico keeper Jesus Corona.
Monterrey striker De Nigris netted the opener in the 43rd minute as he headed home from inside the six-yard box and added a second with a chested finish a minute from time. It could have been worse for Wales as keeper Jason Brown made a series of fine saves to deny the excellent Giovani Dos Santos, Edgar Andrade and Severo Meza.
Mexico could have led inside 30 seconds as Carlos Salcido was able to pick out De Nigris far too easily with his long ball, but the striker fired wastefully wide.
Wales had another warning when a similar ploy picked out Tottenham's Dos Santos, but makeshift centre-half Chris Gunter recovered from his positional error to force the striker wide, with Brown making the save.
They looked the more likely to find an opening and Andrade, whose sharp movement from wide areas was causing Wales major problems, again fired over before Dos Santos shot just wide of the near post after another teasing run.
And Mexico got the lead their dominance deserved just two minutes before the break, as Meza's overlapping run allowed him to deliver a perfectly-judged cross that beat Gunter for De Nigris to nod home from inside the six-yard box.
Mexico started the second half intent on adding to their lead, Meza forced Brown into a low save before the keeper made a brilliant stop from Dos Santos' point-blank header, while Hector Moreno came within inches of tapping home captain Francisco Rodriguez's header across the face of goal.
With both sides making a raft of changes the game lost a lot of its shape during the final 15 minutes although Wales were still having to survive some anxious moments.
And De Nigris' sealed the win in the 89th minute as he intelligently chested home from Andrade's whipped delivery from the left.