The DS Penske driver spent the session intermittently headlining the timing boards, and beat rookie Jake Hughes to the punch at the end of the session to claim the early bragging rights.
McLaren's Rene Rast set the first benchmark with a 1m19.069s, but that was quickly usurped by Jean-Eric Vergne's first run - as the Frenchman took 0.3s out of the German's time.
But the times quickly began to tumble as the drivers got their eye in; Andre Lotterer spent a short spell on top before a flurry of runners shuffled the upper order - the tombola machine eventually landing on Pascal Wehrlein's 1m15.691s.
This preceded a brief full course yellow to allow Formula E's race directors to test out the systems, before Wehrlein was displaced by the DS Penske pair of Vergne and Stoffel Vandoorne.
Vergne's 1m15.217s was beaten by Mitch Evans, but the Kiwi's time was quickly overturned by the similarly Jaguar-powered Envision of Sebastien Buemi, who logged a 1m15.030s.
Evans punched in a 1m14.946s to move above Buemi, but Vergne claimed top spot again despite a slide through the Turn 10 chicane.
Wehrlein took advantage of Vergne's slide to go two tenths faster than the Parisian, sitting on top for a brief spell before the Porsche-powered Andretti of Jake Dennis displaced him.
Vergne's earlier slide had hinted at more pace in his DS Penske package, and he duly delivered by putting half a second over Dennis to lead proceedings after the first 15 minutes, as Dan Ticktum put his NIO 333 car between the two.
Although Vergne's headliner held on for five minutes, Evans returned to the top after breaking the 1m13s barrier - but was then overhauled by Hughes' 1m13.737s effort as the McLaren driver makes his long-awaited Formula E debut.
Hughes took 0.4s out of his own benchmark, but could not prevent Vergne from another return to the uppermost point of the timesheets with a 1m13.294s.
Rast then got too eager on the accelerator through the Peraltada and hit the wall, bending his left-rear suspension and prompting a hasty retreat to the pits.
Oliver Rowland had his own incident at the end of the session, hitting the inside wall at Turn 12 to bring out a yellow flag - which largely stopped anyone else from beating Vergne's time.
Hughes was 0.3s clear of NIO 333's Sergio Sette Camara, who took an impressive third, 0.001s clear of Porsche's Wehrlein.
Reigning champion Vandoorne was fifth ahead of Maserati MSG's Edoardo Mortara, while Evans and Dennis were separated from the Swiss by just 0.06s.
Ticktum ultimately placed ninth overall, as Valencia testing's headline act Maximilian Gunther completed the top 10.
Despite his crash, Rast's best time stood the test of time for 11th, 0.066s clear of Sam Bird.
Formula E Mexico City E-Prix - FP1 results
|1||Jean-Eric Vergne||DS Penske||19||1'13.294|
|2||Jake Hughes||NEOM McLaren Formula E Team||19||1'13.386||0.092||0.092|
|3||Sergio Sette Camara||NIO 333 Racing||21||1'13.732||0.438||0.346|
|4||Pascal Wehrlein||Porsche Team||21||1'13.733||0.439||0.001|
|5||Stoffel Vandoorne||DS Penske||19||1'13.841||0.547||0.108|
|6||Edoardo Mortara||Maserati MSG Racing||21||1'13.843||0.549||0.002|
|7||Mitch Evans||Jaguar Racing||22||1'13.895||0.601||0.052|
|8||Jake Dennis||Andretti Autosport||19||1'13.900||0.606||0.005|
|9||Dan Ticktum||NIO 333 Racing||21||1'13.904||0.610||0.004|
|10||Maximilian Gunther||Maserati MSG Racing||22||1'13.978||0.684||0.074|
|11||René Rast||NEOM McLaren Formula E Team||18||1'14.081||0.787||0.103|
|12||Sam Bird||Jaguar Racing||18||1'14.147||0.853||0.066|
|13||Lucas di Grassi||Mahindra Racing||18||1'14.225||0.931||0.078|
|14||Antonio Felix da Costa||Porsche Team||19||1'14.359||1.065||0.134|
|15||Andre Lotterer||Andretti Autosport||15||1'14.459||1.165||0.100|
|16||Nick Cassidy||Virgin Racing||20||1'14.771||1.477||0.312|
|17||Sébastien Buemi||Virgin Racing||12||1'14.925||1.631||0.154|
|18||Sacha Fenestraz||Nissan Formula E Team||20||1'14.930||1.636||0.005|
|19||Norman Nato||Nissan Formula E Team||20||1'15.007||1.713||0.077|
|20||Nico Müller||ABT CUPRA Formula E Team||16||1'15.130||1.836||0.123|
|21||Robin Frijns||ABT CUPRA Formula E Team||17||1'15.154||1.860||0.024|
|22||Oliver Rowland||Mahindra Racing||19||1'15.390||2.096||0.236|
|View full results|