The capital's legislature approved gay marriage on December 21, in the first such law passed anywhere in Latin America.
The Contraternice group of Evangelical churches and the College of Catholic Lawyers said they believed the new law that "allows marriage between people of the same sex and the possibility to adopt" was unconstitutional, a statement said.
The complaint was based on "Christian principles," but also included legal issues on which the Supreme Court should decide, including possible violations of the Constitution and the Convention on the Rights of the Child, it added.
The Mexico City law changes the meaning of marriage from "a free union between a man and a woman" to "a free union between two people."
The Mexican capital authorized civil unions for homosexuals in November 2006 and decriminalized abortion in April 2007, contrasting with mostly conservative policies across the largely Catholic nation.