The Dutch started with only five first-team regulars after coach Bert van Marwijk said the match would be the last test before he reduces his 27-man squad to 23 on Thursday.
The Dutch were without Arjen Robben, Mark van Bommel and Wesley Sneijder, who all featured in Saturday's Champions League final.
Van Persie led the line alongside Dirk Kuyt and Ibrahim Afellay with Rafael van der Vaart as playmaker.
The Dutch made a bright start and created chances before Van Persie opened the scoring from Van der Vaart's crossfield pass and the Arsenal forward added a second three minutes before the interval.
But Mexico, also World Cup-bound, dominated the second half and tested the nervous Dutch defence more than once before Javier Hernandez headed home from close range.
"We showed some fine combination football in the first half, though followed by a lesser second but for a first friendly match we can be satisfied," Van Persie told SBS6-TV.
Van Marwijk said he understood why the performance had been a bit flat.
"Van Persie was excellent tonight with two beautiful goals, but we missed the power in the second half and allowed Mexico to play much better," he said.
"But that all has to do with the intensive training sessions last days."
The Dutch host Ghana on June 1 in Rotterdam and Hungary four days later in Amsterdam before travelling to South Africa where they face Denmark in their World Cup opener on June 14. Japan and Cameroon are their other group opponents.
