Yes, you are required to print your Mexico eTA and carry it with your passport.
What You Need to Know
Airline staff and Mexican border officials will ask to see your printed eTA authorization along with your passport. This printed authorization is the document you must present at check-in and on arrival. While you may also keep a digital copy, you must carry the printed authorization, or you may be denied boarding.
Our Recommendation
Carry your passport used for the eTA application and keep a printed copy of your eTA approval number as a backup.
A Quick Tip
Save a copy of your eTA confirmation in your email or on your mobile device, and consider emailing it to yourself for easy access during travel.