Yes, many insurance companies will allow you to start a policy with a Mexican driver’s license. However, you will usually have 30 days to provide a valid US driver’s license to the insurance carrier after the start of the policy in order to keep it valid.
So while it is possible to obtain a car insurance policy with your Mexican driver's license, you will need to acquire a State license, to keep the insurance in force. If you will only be in the US for a short period of time and do not plan on acquiring a US license then you may need to see if your Mexican insurance provider will cover you while in the United States.
If you do want to get insurance in one of the US states and will be obtaining a State license shortly, then follow this link for a car insurance quote.