Work on the three-story structure in this northern industrial hub in Nuevo Leon state was being carried out without the necessary license, authorities said.
The concrete slabs of the structure appear to have pancaked, falling one atop another.
Images taken by civil defence officials showed emergency personnel hauling the injured men out of the rubble.
About 150 emergency personnel were looking for more people who may be trapped.
Late Thursday night, the civil defence office released a brief statement saying that nine people were still missing.
A support beam at the Artz Pedregal mall failed, allowing operators to evacuate the mall so that no one was injured when the top floors collapsed about five minutes later.
Parts of the mall had still been under construction even though it opened in March.
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