Carlos Sainz set the quickest time at the Autodromo Hermanos Rodriguez on a 1:20.707 ahead of teammate Charles Leclerc and Red Bull's Sergio Perez.
The top three were separated by just 0.120s, with Leclerc's best effort 0.046s off Sainz's time on the Soft tyres.
Max Verstappen was the early pacesetter having gone out for a lap on the Hard tyres, with an early time of 1:22.291. He later went out on the Soft tyres, but spun at Turn 11 on his first attempt.
In the end his quickest lap was only good enough for fourth, 0.120s off the pace having set the same time as Perez. As the Mexican was the first to set the time, he finished ahead.
Leclerc managed to go quicker midway through the session, despite picking up a puncture that put him in the garage for an extended period at the start.
After Ferrari checked over his car, he was sent back out on a set of Softs to set a lap that was over half a second quicker than Verstappen's initial effort.
Mercedes' Lewis Hamilton rounded out the top five going 3.7s quicker than temporary teammate Nyck de Vries, who was substituting for George Russell as part of the rookie FP1 sessions.
Lawson best of the rookies, but most sessions ended early
There was four rookie drivers once again taking part in FP1, as part of the rules that state both regular drivers in a team must now give up a free practice session for a driver who has made two or fewer F1 race starts.
Liam Lawson at AlphaTauri was quickest of the rookies, ahead of potential 2023 Williams driver Logan Sergeant. Despite setting the 16th quickest time, he brought out the red flags and ended the session early with technical issues.
Sargeant, who will get a drive providing he earns enough superlicence points before the start of the season, was 3.5 seconds off the pace having completed 21 laps trouble-free. That earns him another superlicence point and a step closer to the 40 he requires to compete next season.
Jack Doohan was 19th quickest, but Alpine elected to end his session early due to "seeing anomalies in the power unit data". He only completed 13 laps, and was 3.9s off the best time.
Pietro Fittipaldi also had his session finish early, after stopping on track at Turn 4. Replays showed smoke coming out of the back of his car as he went down the start/finish straight.
Result Free practice 1 - Mexican
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