Ricki Herbert's side played the CONCACAF champions before the 2010 World Cup finals at the Rose Bowl in Pasadena last March and the All Whites coach said despite June's match again being in the United States, it was not on "neutral" territory.
"Mexico were playing in front of a home crowd in Los Angeles and it'll be exactly the same in Denver, but that's great," Herbert said of the 90,000 fans who attended last year's match that was won 2-0 by Mexico.
"We could be back in this part of the world in 2013 trying to take that last step to Brazil (2014 World Cup finals) so we want another taste of that type of intimidating environment."
The Oceania champions qualified for the 2010 World Cup finals by beating the fifth-placed Asian side Bahrain in a two-legged playoff but their route to the 2014 finals could be vastly different.
World governing body FIFA will conduct a draw determining whether the winner of New Zealand's Oceania group will play off against Asian, North American or South American opposition for a place in Brazil.
The match in Denver comes four days after Mexico face Ecuador in Seattle and will be their last warm up before they defend their CONCACAF Gold Cup title beginning on June 5, NZF said.
