Rodolfo Pizarro put Mexico ahead in the 54th minute when he scored on the counter attack and Andres Guardado sealed the victory with a quarter of an hour still on the clock.
The friendly match was a warm-up for both sides ahead of international tournaments this summer.
Mexico have one final friendly against Ecuador on Sunday before they begin their Gold Cup campaign in the United States against Cuba on June 15.
Venezuela play the United States in a friendly, also on Sunday, before flying to Brazil to take part in the Copa America, which starts on June 14.
(Reporting by Andrew Downie, editing by Nick Mulvenney)
