They have lost four of their last five games and for the last few days the players and coaching staff have been exploring the city and tasting local cuisine.
A 117-105 loss at San Antonio on Wednesday left the team with an 11-13 record. Miami traveled to Mexico ahead of Saturday's game against the Brooklyn Nets to spend time together.
In Mexico City, the team had a video session Thursday. The players and coaches then took the day off. Spoelstra, visiting Mexico for the first time, said he went to as many restaurants as possible while guard Goran Dragic said he went looking for some guacamole.