Italy went ahead through a stunning free kick from Andrea Pirlo, celebrating his 100th cap for his country.
Mexico levelled through Javier Hernandez’ penalty after Giovani dos Santos was hauled down by Andrea Barzagli, but Mario Balotelli bullied his way through on goal to smash home a late winner.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.