Hola!
Well for what I know he needs to get it from PGR in Mexico city, thats the federal one.
Below you can find 2 websites (the first one from PGR), have your husband to take a look (its in spanish), it explains everything there very clearly.
http://www.pgr.gob.mx/TransFoc/antecedentes%20registrales.asp
http://www.consulmex.com/esp/consular_antecedentes_penales.asp
Good luck!!
G