A goal from Hirving Lozano saw the CONCACAF side stun the world champions in their opening Group F encounter. Germany had the majority of the possession, but could not find a way through a determined Mexico defence, being undone by a quick counter-attack which left defenders exposed.
The 2014 World Cup winners were heavily criticised following the defeat, with ex-players slamming their performance, while many of the squad members admitted that they had not been good enough.
The result leaves Germany three points behind Mexico and Sweden in the table, with their upcoming clash with Sweden on June 23 now a must-win game.
Neuer has urged his team-mates to step up for the game, believing that they must treat the rest of their games like finals.
"From this point on, we only have finals," Neuer told reporters. "Now something has to come from us players. We must show what made us so strong in the past.
"We are convinced that we can do it. We will show that in the next match against Sweden."
He also denied accusations that there was a divide in the squad between the 2014 World Cup winners and the younger players who had helped Die Mannschaft lift the 2017 Confederations Cup.
"We need that courage and self-confidence. It was missing," he continued. "I cannot answer why it was missing but you could see it in our body language. We need to come back together again, and this cannot happen again.
"There are not two separate camps. We talk to one another, we give our experience to the young players and we know that the young players from the Confed Cup are part of the team and very important."