[4]: 204  The ASF began functioning on December 30, 2000; its first director was the former Accountant of the Treasury, Gregorio Guerrero Pozas [es], who remained in the post for the first year of the new agency's life.

[9] In 2017, the ASF detected the embezzlement of 110 million pesos from the Secretariat of Agrarian, Land, and Urban Development (SEDATU) while Rosario Robles ran the agency.

As of February 2021, the ASF had promoted 39 criminal charges covering the misuse of 6 billion pesos against Robles, who ran SEDATU and the Secretariat of Social Development (SEDESOL) during Enrique Peña Nieto's presidency, in what is called La Estafa Maestra ("The Master Scam").

[10] The ASF noted that the National Guard had overpaid by 480 million pesos for software acquired from Israeli company Cybergloves Ltd. in 2018, which led to the commissioner taking an indefinite leave of absence in March 2020.

[11] In the context of severe attacks to its independence by the executive power, the ASF was criticized in 2021 for admitting the presence of errors in its analysis of the costs incurred in cancelling the Mexico City Texcoco Airport project, many saw this as a forced retraction; President Andrés Manuel López Obrador claimed the auditors had acted "in bad faith".