The Take That singer travelled to the city to find out how some of the £7.5 million raised through his Soccer Aid project with UNICEF has helped the local children.
"I've performed in Mexico in the past and it's always been a place I've wanted to know more about and go back to with UNICEF," he wrote in The Sun.
"Being a UNICEF Ambassador I've been privileged to meet some of the children Soccer Aid has helped - children orphaned by AIDS in South Africa, those affected by the terrible earthquake in Haiti in 2010 - and now some of Mexico City's most vulnerable little ones."
He revealed his shock upon seeing some of the poor conditions in the area after he arrived, saying: "There are drug addicts wandering around off their heads, and seeing them near the kids is really bad.
"It's absolutely no place for a child. There are no toilets, there is no clean water."
Williams explained that the trip affected him more than usual as he is expecting his first child with wife Ayda Field later this year.
"You always feel that you want to do more - to do something right there and then," he said. "You can't help but get overwhelmed and I feel like it's affecting me even more this year with the little one in Ayda's tummy."
He added that he hopes Soccer Aid and UNICEF can continue to help the children in need around the world.
"All this has really hammered home how dangerous the world can be for a child. I just have to remember we are doing our bit and it's an honour to meet these children," he said.
"We leave ready to play some serious football in Soccer Aid. We want to smash the Rest Of The World. Johnny, Mark Owen, I and the rest of the boys will definitely be bringing some '66-style passion to the pitch.
"But we'll also be thinking about children living tough lives around the world. Because Soccer Aid is all about helping Unicef help them. Seeing the money that's been raised from mine and Johnny's simple idea gets you more excited every year."
Soccer Aid continues on ITV1 on Thursday and Friday. The live match will then air on Sunday, May 27 at 6pm.
Watch a promo for Soccer Aid below: