The Kiwis match against the North Americans will be played in Los Angeles on 3 March, in the first of up to six warm-up matches for the finals in South Africa, New Zealand Football said.
New Zealand will take on world champions Italy, Slovakia and Paraguay in Group F at South Africa 2010, and national coach Ricki Herbert said the Kiwis had been keen to face a Latin American team in the build-up.
"I think with Paraguay in the group, a game against Mexico is ideal for us," Herbert said.
"A big name, a very strong team but a good opportunity to get our team back together in the only window leading up to the World Cup," he said.
New Zealand reached the FIFA World Cup finals after beating Bahrain in their final qualifying tie last month.