You need an embassy visa for Puerto Rico if you have a Mexican passport

Travellers need a visa to visit Puerto Rico for Business or Tourism. A paper or embassy visa is the only visa available for travellers visiting the United States. The visa is typically a stamp or sticker added to the passport. Travellers must obtain this visa from a local embassy, consulate or visa center before travelling. Mexican permanent residents and citizens can enter the United States with Border Crossing Card (also known as a "Laser Visa").