Manager Juan Carlos Osorio, who led Mexico to the last 16 of the World Cup, has quit after three years in charge.
Osorio, 56, had rejected offers from the Mexican Football Federation (FMF) to extend his contract.
The Colombia-born manager won 33 of his 52 games in charge of El Tri.
He said: "In my own name and in that of my backroom staff, many thanks to everyone for this unique and unparalleled professional and life experience."
Until Mexico's good run in Russia, which included a famous 1-0 victory over defending world champions Germany in their opening match, Osorio had not been popular among fans and pundits, with frequent chants of 'Osorio Out' at games, whatever the result.
Mexico were knocked out of the World Cup in the last 16, losing 2-0 to Brazil.