Meeshy is correct. The PGR requires an original, formal request letter from a government to issue the constancia de antecedentes penales.
The good news is that many state offices of the PGR (list below*) are processing the requests so you may not need to go all the way to Mexico City to get it once you have the request letter from the Canadian Embassy in Mexico mailed to you.
* Aguascalientes, Baja California, Baja California Sur, Campeche, Chiapas, Chihuahua, Coahuila, Colima, Durango, Estado de México, Guanajuato, Guerrero, Hidalgo, Jalisco, Michoacán, Morelos, Nayarit, Nuevo León, Oaxaca, Puebla, Querétaro, Quintana Roo, San Luis Potosí, Sinaloa, Sonora, Tabasco, Tamaulipas, Tlaxcala, Veracruz, Yucatán y Zacatecas. You can find the info at http://www.pgr.gob.mx/Servicios/Constancia/antecedentes%20registrales.asp