The 19-year-old F2 driver is a member of Alpine's academy and is seen as a possible reserve for the Renault-owned team next year after the departure of McLaren-bound compatriot Oscar Piastri.
He said he would have not changed a thing after 13 laps with a best time of one minute and 24.615 seconds in the A522 car that will be raced by Esteban Ocon at the high-speed Autodromo Hermanos Rodriguez.
"It's a gift and a curse starting at such a difficult place but also I can take so much from it, I've learned so much," he told reporters, his session ending early after a power unit problem.
"I've been preparing myself trying to make my way into the paddock. The nerves of jumping from Formula Two to F1 had been a little less because this is where I want to be.
"When I jumped into the car there was a lot of excitement and a heap of emotions, but once I was out on the track all that flushed away and it's hard to describe what I was feeling, but it was a really cool sensation."
Doohan is also scheduled to drive in first free practice at the end of the season in Abu Dhabi, a circuit he expected to be easier than the high-altitude Mexico City track.
Mick, a five-times 500cc world champion, said he felt butterflies in his stomach as he watched.
"It’s a major box ticked really isn't it? This is what all these young drivers aim to do so as a father to see him there... I’ve been at every go-kart track along the way, so it’s a magnificent moment," he told Sky Sports television.
