Preliminary results from Sunday's gubernatorial elections showed the centre-right National Action Party (PAN) ahead in seven of 12 states in play, including three in partnership with the leftist Democratic Revolution Party (PRD).
That left Pena Nieto's PRI leading in just five states, having lost two key bastions, Tamaulipas and Veracruz, both oil-rich regions that it has controlled for more than eight decades.
Two other longtime PRI strongholds, Durango and Quintana Roo - home to Mexico's top tourist destination Cancun - also went to the PAN.
"This is truly historic for the PAN," party leader Ricardo Anaya said, in an interview with Radio Formula. "If we show results in those states, the PAN will reclaim the presidency in 2018."
Pena Nieto, four years into his single six-year term, admitted that Sunday's election was a time of "sadness and reflection" for those who lost, and promised to listen to the "message of the people."
Biggest states fall to opposition
The PRI held nine of the 12 states ahead the vote, including the most populous, Veracruz, which it has dominated for close to a century.
But with more than 80 percent of votes counted in the state, the PRI was behind the PAN-PRD contender Miguel Angel Yunes.
Outgoing Veracruz governor Javier Duarte, from the PRI, has been accused of corruption and failing to tackle impunity. His term became notorious for the killing of journalists and violent crime.
The Veracruz election was marked by violence before and during the vote. A human head was found in front of a polling station on Saturday, while the opposition said people received anonymous text messages warning them not to vote.
Nationally, Pena Nieto's PRI returned to power in 2012 after 12 years in opposition against the PAN.
Since then, the president's popularity ratings have fallen to 30 percent.
Analysts said the president was being punished for both failing to turn around a sluggish economy and crack down on corruption and gang violence.
mm/bw (AFP, Reuters)