If you and your wife each have a Green Card, you are a U.S. resident for tax purposes beginning on the first day you are present in the U.S. as a lawful permanent resident(when you got that Green Card).
As a resident taxpayer you must report, for U.S. tax purposes, your worldwide income. You are also eligible to claim all deductions and credits available to U.S. citizens. You can file Form 1040, 1040A or 1040EZ, whichever is applicable to your situation, and if you are married you can file a joint return with your spouse. See the instructions for the forms. As a resident taxpayer, you still might be eligible to claim treaty benefits under the U.S. tax treaty with your home country.
As we have a tax treaty with Mexico your wife as a diplomat status holder would qualify to claim the treaty provision.
I am not an expert in VISA holder requirements but it seemed odd that you spouse as a diplomat status individual would be issued a Green Card.
I sincerely XXXXX XXXXX information is helpful,
Employees working for a foreign government or an international organization in the U.S. are subject to some special tax rules. The tax treatment of their compensation can vary according to whether the employee is a U.S. citizen, a dual citizen, a green cardholder (lawful permanent resident), or a foreign citizen without a green card.
U.S. citizens and green card holders pay U.S. taxes on their compensation while working in the U.S. They report their compensation as income from wages on line 7 of their Form 1040, U.S. Individual Income Tax Return.
As residents of the US you could claim the Foreign Tax Credit. This would give you a credit on your US Form 1040 using Form 1116. It is used to claim a credit for income taxes paid to a foreign country when U.S. taxes are also paid on the same income. Form 1116 is to be used by individuals, estates or trusts.
Since you have green cards you are required to file 1040 form , you can file Jointly and then use the 1116 to get your credits for the tax paid on same income in Mexico.