If I had to place it, I'd say American, ca. 1800-20 period.
Straight to the point, without question, it's a naval dirk, not a bowie, bootk knife, gambler's dirk, gaucho knife, etc, etc. As such, it wouldn't be Mexican, although there were many Spanish colonial pieces and later Mexican pieces with similar construction. Mexico didn't use naval dirks to my knowledge. American naval dirks followed their British contemporaries, some with equal flare, while others were of a more primitive construction. The grip is either ivory or more probably bone. As it is of a 'dainty' size, it would have been for dress only, not a fighting piece. Midshipmen and up carried these as a sign of rank and family honor. I was going to refer you to Peter Tuite's excellent online article on British naval swords/dirks, but that PDF article no longer has pictures/plates of similar items.
Pity...
Mark