CICのサイトによると、メキシコの無犯罪証明書は申請時には不要で、申請後ビザオフィスから指示をがあるようですよ。申請の際、カバーレターに、「指示をお願いします」みたいな感じで書いて送ればいいのでは。
Mexico
Do I need to provide a police certificate when applying for permanent residence?
No.
How or where do I obtain one?
Federal Mexican Police certificates are not available prior to submission of an application. The visa office receiving the application will advise applicants regarding how to complete this requirement. In some instances, a state certificate will be required by the Canadian visa office.
http://www.cic.gc.ca/english/police-cert/north-america/mexico.html