In the end, Mexico's biggest rivals saved them and fans watching in a Guadalajara bar were heard chanting, `USA, USA' in the final minutes. Qualification for the World Cup is important to New Zealand but it has been estimated to be worth US$600 million to Mexican football.
All Whites coach Ricki Herbert raced back to his hotel in Port of Spain to watch the drama unfold following his side's 0-0 draw with Trinidad and Tobago in Port of Spain today.
"It was really quite incredible with all the twists and turns,'' he said. "When Panama got their nose in front, we expected them to go on and win the game. But we ended up with Mexico, and what a great team to have in New Zealand.
"It's been an incredibly tough tournament for them. It's not a side anybody would expect to be in that position, that far down, but they're still a very good side. They can probably regroup now, refresh. I don't think they have been in this playoff situation before so this is new to them. They're probably unaware of what New Zealand is about let alone where New Zealand is.
"You think of Mexico and their history and you think, `wow', but we have to look at it differently. We have a 50 per cent chance going into the game. Very few people gave us a chance against Bahrain but we managed to do that. We have to be confident and get everything we possibly can ready in preparation for that away leg.''
The final squad is likely to assemble in the US no later than November 9, four or five days before the first match in Mexico City.
Herbert is likely to employ his familiar 3-4-3 formation with the only doubts around holding midfield and the makeup of the front line.
Shane Smeltz, Marco Rojas, Chris Wood, Tim Payne, Ben Sigmund and Ivan Vicelich should all come back into the squad after missing the American tour through injury or suspension.
The All Whites played well at times against Trinidad and Tobago, keeping a good shape and carving out some good chances, but the fact remains they drew all three matches on tour against modest opposition and scored only one goal - they drew 1-1 with Californian side Ventura County Fusion and 0-0 with MLS outfit Chivas USA.
It highlighted the need to keep things tight against Mexico, particularly in the first leg, because the All Whites aren't a side that tend to score more than once against quality opposition.
- Additional reporting Steven Holloway