It is not simply the lack of central heating that confounds Americans and Europeans in this mountainous city at an altitude of more than 7,000 feet. It is the ubiquity of the cold as well. In expensive restaurants, in grocery stores and museums, in the homes of the poor, middle-class and even the wealthy, a small space heater is often the only thing breathing warm air.

Architects say this is partly a matter of economics, but not in the way one might expect. Mexican builders and homeowners have simply grown accustomed to construction without central heating, and with single-pane windows that are especially porous to heat and cold. As a result, insulation materials are profoundly expensive here.

Fernando Sandoval, an architect who used to work for Anderson Windows, the American chain, said that given such prices, double-pane glass and central heating could eat up a sixth of the total cost of construction. Few seem to bother. Even the most modern apartments here, with stainless-steel appliances and granite countertops, are often devoid of radiators or thermostats.

“They all say, ‘I’d rather have hardwood floors,’ ” Mr. Sandoval said. “Or, ‘It’s only going to be cold for a month or a month and a half, I’d rather buy a really nice Italian cashmere sweater.’ ”

The thing is, winter here lasts more than a month. Temperatures begin dipping into the 40s at night in November, and fall further in December, January and part of February. Rubén Gallo, a professor at Princeton who edited The Mexico City Reader, a chronicle of the capital, said Mexicans have a hard time admitting this is the case. He likened the contradiction to an essay by Octavio Paz in his book “Labyrinth of Solitude,” in which the Nobel-prize-winning author described the gap between Mexico’s idealized self-portrait  as seen in documents like its Constitution  and the messier, more corrupt routine of daily life.