Mexican citizen flying to Canada via USA

If you plan a route that has stops in the United States, you would need to apply for a transit visa, unless you already have a valid visitor (B) visa.

Generally, a citizen of a foreign country who wishes to enter the United States must first obtain a visa, either a nonimmigrant visa for temporary stay, or an immigrant visa for permanent residence. Transit (C) visas are nonimmigrant visas for persons traveling in immediate and continuous transit through the United States en route to another country, with few exceptions. Immediate and continuous transit is defined as a reasonably expeditious departure of the traveler in the normal course of travel as the elements permit and assumes a prearranged itinerary without any unreasonable layover privileges.

Currently, the visa wait time in Mexico City, for example, is 3 days, 7 days at Tijuana TPF, Hermosillo is 1 day.

You may be looking at those flights as they're less expensive than those that are non-stop. However, when you factor in the visa application fee of $160 and the US visa application requirements, it may be more cost- and time-effective to book a direct flight from Mexico to Canada.