The pilot plan, which began in the city's finance ministry two weeks ago, is set to expand to all of the capital's ministries in a country with an expanding obesity problem.
"A young coworker died from a heart attack recently and a lot of us started worrying about our weight," said 37-year-old administrator Galvan, as she stretched her legs beside her desk.
Although she is not overweight, Galvan joined all employees in the 10 minutes of daily desk-side exercises under the "Get moving and tighten your belt" program.
Those who are overweight or obese have to carry out one hour's exercise on each working day, including boxing, aerobics and weight training in an office converted into a workout space.
Some 70 percent are overweight and 20 percent are obese, according to Karina Culebro, a nutritionist who offers advice under the program.
Overall, a massive 72 percent of Mexican women and 66 percent of men are overweight, according to official figures, with the capital surpassing the average.
Three out of four hospital beds are occupied by patients suffering problems linked to excess weight, such as diabetes or heart problems.
The federal government has estimated the social cost of illnesses linked to excess weight at more than 3.2 billion dollars per year, and official anti-obesity campaigns are on the increase.
"A whole generation will live on average 20 years less" due to illnesses linked to excess weight, said the city's finance minister Mario Delgado at the launch of the new office exercise program.
In the converted gym at the finance ministry, gym teacher Karla Solorzano sought to motivate her new pupils.
"Are you tired? Do you want to lose weight? Yes? Well don't stop, carry on," Solorzano shouted out over blaring music.
"I weigh 98 kilos (216 pounds) and they say I need to lose 10 kilos (22 pounds) but I want to get to 80," said 49-year-old participant Vicente Guerrero.
Nutritionist Culebro complained that the workers were not only living sedentary lifestyles, but that their diets were unbalanced, in a country famed for its fatty and sugar-filled foods.
She lauded their enthusiasm, however.
"I want to feel good. My weight makes me tired and hurts my knees," Guerrero said, after his first ever formal exercise class.