George Russell set the pace for Mercedes as one of three drivers on standard soft tyres for part of the 90 minute session after handing their cars to reserve drivers and juniors for practice one.
The Briton lapped with a best time of one minute 19.970 seconds, 0.828 quicker than AlphaTauri's Yuki Tsunoda and 1.207 faster than Alpine's Esteban Ocon.
Leclerc brought the session to a halt for barrier repairs when he spun off heavily at turn seven.
Alfa Romeo's Guanyu Zhou also brought out red flags late in the session.
Ferrari's Carlos Sainz had led Leclerc in a team one-two after the first one hour session at the Autodromo Hermanos Rodriguez.
The Spaniard's time then was a 1:20.707 seconds with Leclerc 0.046 slower.
Both championships have already been won by Red Bull's Max Verstappen and his team but Sunday's high-altitude race will see the Dutch driver and team mate Sergio Perez each chasing their own first.
Perez can become the first Mexican to win his home race while Verstappen will be chasing a record 14th win in a single season as the team move on from being punished for breaching last year's cost cap.
Both recorded exactly the same lap time, 1:20.827, in the first session.
Perez was then fifth and Verstappen sixth in the later stint.
Seven-time world champion Lewis Hamilton, still chasing his first win of the season with three races remaining, was fifth fastest and fourth respectively.
The first session saw several young drivers on track, including Australian Jack Doohan, son of motorcycling great Mick, at Alpine.
The 19-year-old's practice debut was cut short, however, with the team concerned about the power unit in the car Esteban Ocon will race.
The red flags twice halted that session, once when Haas's Brazilian reserve Pietro Fittipaldi had an engine failure and then at the end when New Zealand's Red Bull junior Liam Lawson stopped with his AlphaTauri's brakes on fire.
Williams had Logan Sargeant in their car again while Mercedes gave reserve Nyck de Vries, joining AlphaTauri next year, another run.
