The role that climate plays in influencing the physiognomy of modern and fossil plant communities is widely acknowledged and forms the basis for several palaeoclimate proxies. In this work, both univariate Leaf Margin Analysis and multivariate Climate/Leaf Analysis Multivariate Program (CLAMP) were used for the climatic reconstruction of two fossil localities of the Atotonilco El Grande Formation. Using the predominantly North American and Asian calibration data set PHYSG3BRC, supplemented with new African material, results from two sites, Los Baños (present position 20°18′18″N, 98°42′44.4″W) and Sanctorum (20°18′18.5″N and 98°46′52.2″W), indicate that during the Pliocene a mesothermal climate existed with mean annual temperatures between 12 and 22°C, with the most likely being approximately 15°C, and a mean annual temperature range of 21°C. A distinct seasonal variation in rainfall is evident with a mean annual relative humidity of 60–70%. Differences between the sites can be explained by differences in depositional regime and spatial heterogeneity in the predominantly Quercus-dominated woodland. The continuous subsequent uplift of the Sierra Madre Oriental, the resulting development of a rain shadow, and the eventual disappearance of a palaeolake appear to have caused a transition to the modern xerophytic shrub vegetation.