Nowadays, the extent of the innovation activities for the productivity and the economic growth is evident in regional economics. A large body of theoretical and empirical evidence suggests that to achieve higher well-being levels of the population it is essential to reinforce the innovation capacity of the economies. In this work we measure the extent of agglomeration and the geographic concentration across Mexican states using an endogenous innovation approach estimated through econometric techniques. The size of the regional economies to assess the importance of the scale effects is also a central concern. Using data from the Mexican states, evidence is found that innovation is geographically concentrated in the sense that biggest states (in terms of population density) tend to innovate more than smallest states. The latter implies that scale effects are present through agglomeration effects.