Mexico City - Divorce
To apply for a Mexican divorce, an alien must be a legal resident of Mexico. You must obtain a certificate form the Interior Department (Secretaria de Gobernacion) stating that you are a legal resident in Mexico and therefore entitled to a divorce procedure.
Becoming a legal resident is a time consuming task. You have to apply at the Mexican Consulate nearest your city of original residence. Many documents are required, including proof of income. An "immigrante" (immigrant) is not permitted to work until she/he becomes an "emigrado" after five years. During this five-year period, the immigrant cannot leave Mexico more than 12 weeks of each year, otherwise she/he will lose the immigrant status.
For these reasons, it may not be practical for you to obtain a Mexican divorce, and you could be better off going to your embassy.
It is very important that you consult with a reputable attorney, who can provide detailed information regarding residence and documentary requirements.