We analyzed the patterns of habitat use by insectivorous bats in Mexico City, one of the largest and most populated cities of the world. We tested the hypotheses that richer patches of food, expected in more vegetated areas, have higher bat activity levels, and that fast-flying species benefit most from urbanization. We compared activity of insectivorous species and relative abundance of insects in 5 habitats (large parks, small parks, illuminated open areas, residential areas, and natural forest). Sampling of bat activity and insects was conducted every 2 weeks in 12 sites per habitat during summer 2002. Measures of bat activity were based on 3,600 one-minute sequences of sound that were recorded and analyzed. The average number of taxa per site was significantly higher in the natural forest than in urban habitats, but overall bat activity was significantly higher in large parks and illuminated open areas than in small parks, residential areas and natural forest. Vespertilionid bats (Eptesicus fuscus, Myotis, and an unidentified species), along with Eumops perotis, occurred almost exclusively in extensive green areas (large parks or natural forest). The molossid Nyctinomops macrotis made the broadest use of the urban–natural mosaic, whereas Tadarida brasiliensis used urban sites (illuminated areas and large parks) more intensively. Insect abundance was higher in large parks and natural forest, and it was significantly correlated with overall bat activity and with the number of taxa recorded per site. The observed patterns of habitat use and foraging can be explained by considering the flight and echolocation performance of species. Although some species successfully exploited highly urbanized sites, large areas with vegetation are needed to maintain the most diverse insectivorous bat fauna in Mexico City.