There is a work around for it. Basically, you need to export your documents/references in a BibTex file in Mendeley, and then open it in your LaTex software. (For your information, BibTex is a reference and citation file format that can be used in conjunction with LaTeX documents)
There are quite a few steps involved. The very first and crucial one is: In Mendeley Desktop, go to
Tools --> Options --> BibTex, and then check off the appropriate boxes as shown below:
Detailed step-by-step instruction is available in:
English: http://blog.mendeley.com/tipstricks/howto-use-mendeley-to-create-citations-using-latex-and-bibtex/
Chinese http://tul.blog.ntu.edu.tw/archives/5629.
There are various LaTex editors/software available on the market. For your information, Mendeley has recently launched an integration with a LaTex editor called writeLaTex, which makes importing documents from Mendeley to writeLaTex easier. You can check out more information here https://www.writelatex.com/blog/184#.VH6EONKUd8G