The Frenchman finished 13th in Mexico in 2018, while his teammate Kevin Magnussen failed to finish, crashing out on the first lap.
"Mexico's been a tough one for us since our first year back in 2016. We're just going to keep working on it and keep trying to improve our results there, " Grosjean said in Haas's race preview.
"It's going to be a challenge. The altitude is the same for everyone, but it looks like it's impacted us quite a fair bit in the past.
"Maybe this year we'll have a better understanding and we can get everything to work."
Going into the final four races, Grosjean is 17th in the drivers' standings after collecting just eight points so far this season.