Named after Mexikoplatz, the square in front of the station.
The station opened in 1904 as Zehlendorf-Beerenstraße, became Zehlendorf-West in 1911 and Lindenthaler Allee in 1958. The square received its name in 1959, in keeping with the surrounding streets, several of which are named after Central and South American countries and capitals. The station has been called Mexikoplatz since 1987.