Mexico, formerly known as New Mexico, is a city in and the county seat of Audrain County, Missouri, United States. It is home to the Missouri M…Mexico, formerly known as New Mexico, is a city in and the county seat of Audrain County, Missouri, United States. It is home to the Missouri Military Academy and annually hosts the Miss Missouri Pageant. The city's population was 11,469 at the 2020 census. The micropolitan statistical area consists of Audrain County. It is a part of the Columbia, Missouri metropolitan area.