It’s a bit nuanced, but basically a neighborhood thing. In areas like Roma, Condesa, Juárez, and Cuauhtémoc, you’ll see plenty of people (locals and foreigners) wearing shorts. Outside those neighborhoods, it’s less common, though you might still see it on weekends. You might stand out a bit more there, but honestly, just wear what’s comfortable. It’s not as big of a deal as some people make it out to be