The Jamaicans were beaten 10-0 by the United States in their opening game on Saturday.
Captain Nicole Grant put the Jamaicans in front from a a penalty corner goal in the 31st minute, but the Mexicans levelled the score midway the first period as the teams went to the half -time break at 1-1.
However, Mexico dominated the second half, scoring three times.
The United States handed Chile their first loss by beating them 2-0, while in Pool A, Trinidad and Tobago earned their first points with a 7-0 victory over Bermuda, and Canada were blanked 4-0 by defending champions Argentina.