Upvote:2
Apparently it is just a shoe shop that has a small "museum".
It is at BolΓvar 27, Col. Centro HistΓ³rico
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By the way, this is the (different) place that Google Maps gives:
Upvote:2
That'd be the one mentioned on Wikitravel:
Museo del Calzado (Shoe Museum), Bolivar 27, 1st Floor. Private collection of old shoes from the 18th, 19th and 20th century. The museum belongs to the shoe store "El Borcegui", established in 1865 and still selling shoes today.
I found a blog from 2008 (with a comment in 2009) also about going there.
And Visit Mexico (the tourism website) still has it listed on their museums page, so it's almost certainly open.