Wales will play Mexico in a friendly in New York's MetLife Stadium on 27 May.
The MetLife Stadium is home to American Football sides the New York Giants and the New York Jets, and will host the 2014 Super Bowl.
The game will help both sides build towards the qualifying matches for the Fifa 2014 World Cup.
"This will be a great opportunity for the team to test themselves against one of the best teams from the Americas," Wales manager Chris Coleman said.
"Mexico has plenty of top-class players and the way that the side adapts to the different style of play of our opponents will be interesting to watch."
"I am very happy for us to secure the game as we continue our World Cup preparations."
Mexico will be playing four games in the USA as part of their build-up and also face Venezuela in Houston, Colombia in Miami and Bosnia-Herzegovina in Chicago.
The spring international - which will kick-off at 2000 BST, 1500 EST - will be Coleman's first game as Wales manager after he agreed to succeed the late Gary Speed.
Speed's assistant Osian Roberts, and possibly Raymond Verheijen, is expected to take charge of February's Gary Speed Memorial match against Costa Rica in Cardiff.
Coleman's summer schedule is crucial preparation for Wales as they prepare for their in September.
The MetLife Stadium in New Jersey, which replaced Giants Stadium in 2010, has an 82,500-capacity and has hosted United States friendly games against Brazil and Argentina.
Mexico have qualified for the World Cup finals knockout stage every year since 1994 and they are now preparing for their World Cup 2014 qualifying opener against Guyana on 8 June.
Wales have yet to beat Mexico, currently 21st in the Fifa world rankings, in two meetings as the countries drew 1-1 in the group stages of the 1958 World Cup before Mexico won a 1962 friendly 2-1 in Mexico City.