The reigning champions were second best to El Tri throughout and were duly punished by Hirving Lozano's superb goal midway through the first half.
Germany had won just one of their six pre-World Cup friendlies after qualifying with a 100 per cent record and Kimmich believes a lack of intensity in those games contributed to their lacklustre performance against the Central Americans.
He said: "The mentality when facing a match of this level also counts, quality is not enough. We lacked that too, so many mistakes were made.
"Removing Saudi Arabia we have not won the last six games. You cannot compare the friendlies, in which the opponent does not press you as much as a qualifying round or a World Cup.
"The coach [Joachim Low] is right when he said that we lost a lot of balls. Mexico did well on the counter-attack, especially - they caught us several times."
Kimmich, however, was indirectly criticised by team-mate Mats Hummels in the game's aftermath, with the veteran defender complaining that only he and Jerome Boateng were defending.
Germany will be hoping to get their campaign back on track when they face Sweden at the Fisht Stadium in Sochi on Saturday.