Although the crowd was smaller than those which turned out to watch Roger Federer and Rafa Nadal at similar exhibitions in previous years, there was no less passion at the Monumental Plaza de Toros.
"I will take a picture to never forget this," Alcaraz said after the match. "It has been a very special event, the truth is that I can only thank you for supporting tennis and me."
The world number two and 13th-ranked Paul were the main attraction with Greek Maria Sakkari and former Australian Open champion Caroline Wozniacki facing off as an appetiser.
"For me and my wife it is very important to have this type of events," said fan Diego Segura.
"Hopefully this will continue to grow, because it is a unique opportunity to see Alcaraz (playing) live in our city."
A growing market and the Mexican capital's hungry interest in sports has led others to offer unique opportunities for fans in the teeming metropolis of some nine million people.
Major League Baseball (MLB) and the National Basketball Association (NBA) offer regular season games, with the latter promising to expand or even have a franchise in Mexico City.
Meanwhile, the National Football League (NFL), which until last year had a game scheduled in the city, had to suspend it due to the remodelling of the Azteca Stadium for the 2026 World Cup, but continues to offer experiences for Mexican fans as it seeks to grow internationally.
Motorsports has also experienced strong growth, notably with the return of Formula One to the Autodromo Hermanos Rodriguez in 2015, an event for which next year tickets are already sold out.
Formula E, too, has found a place in the Mexican market, with the season kicking off in the capital.
Tomas Wolf, who was attending Wednesday's exhibition with his 10-year-old son and namesake, said having the opportunity to watch world class tennis players in the flesh was vital to the growth of the game in Mexico.
"(I want) Alcaraz to win, he's an inspiration for me," said the younger Wolf, as if to prove his father's point.
