Ambassador Rueda said the man - in New Zealand to carry out a seismic research project with the University of Auckland - had requested privacy here and in his homeland while he came to terms with the deaths.
Police are seeking no one else in relation to the plunge from the Auckland Harbour Oaks Hotel.
"He appreciates the interest of the community and media and to pay tribute to his family but he has expressed he would like to keep things private here and in Mexico.
"He's not a great celebrity or anything and appreciates the care of New Zealand people but wants to deal with it privately by himself," she said.
The ambassador was not sure if any of the man's family would come from Mexico to accompany him on the flight home.
He has already indicated that after the funerals he will return to New Zealand to complete his work.
A University of Auckland spokeswoman said support was being provided to the man, who recently started in his postgraduate research post. Counselling was also being provided to his colleagues.
Ambassador Rueda told the Weekend Herald that embassy staff did not know if the dead woman had a history of mental illness.
A couple saw a woman in the hotel lobby about half an hour before the deaths in a highly distressed state yelling into a cellphone with a baby wrapped in a blanket.
However, Ambassador Rueda said she had not asked the husband if he had spoken to his wife just before she died because it was not appropriate while the investigation was ongoing.
