by 1914, from Texas + Mexico. An earlier noun for "Texan of Mexican background" was Texican (1863).
Entries linking to tex-mex
Texas
Mexican province, briefly an independent nation and now a U.S. state, from Spanish Texas, Tejas, earlier pronounced "ta-shas," originally an ethnic name, from Caddo (eastern Texas Indian tribe) taysha "friends, allies," written by the Spanish as a plural. Related: Texan. The alternative form Texian is attested from 1835 and was the prevailing form in U.S. newspapers before 1844.
The baseball Texas-leaguer "ball popped up just over the head of the infielders and falling too close for outfielders to catch" is recorded from 1905, named for the minor league that operated in Texas from 1902 (one theory is that outfielders played unusually deep in Texas because hit balls bounced hard off the hard, sun-baked ground).
Mexico
republic lying to the south of the U.S., from Spanish, from Nahuatl (Aztecan) mexihco, which originally referred to the Valley of Mexico around present-day Mexico City. It became the name of the nation (formerly New Spain) upon independence from Spain in 1821.
The etymology of this is opaque. Because of the difference in vowel length, it cannot be derived from ME-TL 'maguey.' The sequence XIH also differs in vowel length from XIC-TLI 'navel,' which has been proposed as a component element. The final element is locative -C(O). [Kartunnen]