Mexico, formerly known as New Mexico, is a city in and the county seat of Audrain County, Missouri. 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.

Audrain County is a county located in the central part of the U.S. state of Missouri. As of the 2020 census, the population was 24,962. Its county seat is Mexico. The county was organized December 13, 1836, and named for Colonel James Hunter Audrain of the War of 1812 and who later was elected to the state legislature.