It's a difficult one this, as even Mexicans are confused as to what part of the world they belong to! Mexico is normally considered to be part of America, but is sometimes referred to as Central America. Try looking up Google under Mexico, sure there must be some indications as to what is right!
the continents are usually listed as Europe, Asia, Africa, Australia, Antarctica, North America, South America - no central America, so on that basis Mexico is in North America. (A trickier question might be which continent Panama is in.) But there's certainly a region called Central America, and Mexico is often considered to be part of that. So the answer could be 'both'.
We are taught at school that Mexico is in North America. However, looking at a map without political boundaries, anyone can see that a part of Mexico is actually in the central part of the continent. But many Mexicans would be offended if you suggested that Mexico is anywhere else but North America!