The charity said other denominations face similar threats from criminal groups and that Mexican authorities at both a national and local level are not doing enough to uphold religious freedom and punish those who violate it.
The organisation said criminal gangs often consider churches as lucrative targets to extort money from or use as cover-ups for money-laundering and that the Church poses a threat to their existence.
Apart from physical violence, it said religious freedom violations against Christians also include the withholding of basic services like utilities and schooling, stopping religious minorities from voting and worshipping, destroying their property and forcing them to move.
The Chief Executive of CSW, Mervyn Thomas, said: "This report demonstrates that in spite of the Mexican government's public statements that it is working to uphold religious freedom in Mexico, little concrete action has been taken.
"The rights of religious minorities are violated on an almost daily basis in many parts of the country with no response from the government officials responsible for upholding the constitution.
"The culture of impunity leads to even more violations of religious freedom.
"If anything is to change, the government must take strong measures to ensure that those responsible for these serious violations, whether a local government official or a criminal group, be held to account through the legal system."
In March last year, an ombudsman in Oaxaca State in Mexico recommended the government intervene regarding the case of San Juan Ozolotepec. In it, four Protestant men were tortured and illegally imprisoned. On top of this, a church was destroyed and Protestants were denied their right to vote.
In January this year, Protestants were forced out of their village in the state of Chiapas by Catholics, who demanded they convert to Catholicism or pay them a fine.