Perez had been hoping to send the Mexican fans wild by pipping his team-mate to pole position on Saturday, but the surprise inclusion of the Ferraris in the battle made that job even harder than it already was.
Leclerc claimed his fourth pole position of the season, whilst the Mexican had to settle for just a top five position.
With his dominant RB19 car, however, he will still feel as though he's in the hunt for a race win that would send the crowd at the Autodromo Hermanos Rodriguez into a frenzy.
"Yes, unbelievable what Ferrari did in the last laps," Perez told DAZN after qualifying.
"Yes there will be a lot of fighting tomorrow, there is a lot to look ahead."
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