Bantu, who was 24, died of cardiorespiratory arrest late yesterday after he was sedated and efforts to reanimate him failed, the city's environment department said in a statement, citing a preliminary autopsy.
The gorilla, who would have turned 25 on September 20, was one of the main attractions of the capital's vast Chapultepec zoo.
"This incident has caused great consternation among zoo personnel who cared for him for nearly 25 years," the statement said, adding that international veterinary protocols had been followed.
Some 20 doctors and experts from the two zoos were involved in the effort to transport him. Tests are being conducted to confirm the cause of death.
The death of a gorilla is cause for concern because populations have plummeted in the face of relentless habitat destruction. Fewer than 175,000 remain in the wild.
A controversy erupted in the United States in May when a silverback was shot dead by zookeepers in Cincinnati, Ohio, to protect a toddler who had fallen into the gorilla's enclosure.