U.S. Fish and Wildlife Service said the male wolf, dubbed M1130, was shot Wednesday in Catron County following reports of the wolf's behavior by residents.
Officials say the Mexican Wolf Interagency Field Team tried to remove the wolf by nonlethal means first before it was shot.
An annual survey by the U.S. Fish and Wildlife Service in February showed at least 109 wolves are spread among forested lands in southwestern New Mexico and southeastern Arizona.
A subspecies of the gray wolf, the Mexican wolf was added to the federal endangered species list in 1976.