Filion and Benfeito took silver and bronze, respectively, in the women's 10-metre platform.
Mexico's Paola Espinosa won gold with a score of 383.20 while Filion scored 377.60 and Benfeito scored 357.45.
Gagne wins bronze on men's side
Gagne earned Canada's first bronze medal of the Games in the men's 3m springboard event.
Rommel Pacheco won the gold medal for Mexico, their first of the games, while countryman Jahir Ocampo took home the silver.
The 17-year-old Gagne earned a score of 421.20, while Pacheco scored 483.35 and Ocampo scored 442.15. Gagne jumped from sixth to third on his strong final dive with a score of 89.25.
"I'm extremely happy with the result, said Gagne. "It was one of my goals here — even if I wasn't sure I could get it [a medal] — so to see that this dream is finally real, it's really amazing."
Gagne, a 2013 Pan Am junior champion along with Benfeito and Filion, joined Canada's team and duet synchro swimming squads as medal winners in the pool on Saturday.
"This result will help me build my confidence," said Gagne, who finished eighth in Friday's preliminaries. "Yesterday, after the preliminaries my level of confidence was getting low, so this result will really help me."
Fellow Canadian Francois Imbeau-Dulac finished sixth in the event after entering the final in second place.
WIth files from The Canadian Press