Hundreds of migrants arrived at a shelter in Tijuana on Sunday, where immigration lawyers have been giving warnings.
They have been told to prepare for some tough treatment if they cross the border into the United States which could include be separated from their children or being detained for many months.
The Hondurans, Guatemalans and Salvadoran have angered President Trump after being part of a month-long caravan to the border. But now they may be forced to decide whether to risk being split from their families and being detained or to try to settle in Mexico.
Lawyers, who went to Tijuana, deny coaching or encouraging the 400 or so migrants to cross the border.
And the migrants themselves are apprehensive. "The hardest step awaits me today and I don't know whether to take it or not," said Maria Galvez, a Honduran migrant.
"Truthfully, after all that has happened I feel nervous, and I don't know what might happen later on."
Many of the migrants are fleeing gangs, murder and political persecution in their own countries. They travelled in a caravan to help reduce risks as they passed through Mexico.
Trump has been putting pressure on Mexico to stem the flow of migrants and he has threatened to shut down the U.S. Government in September if Congress doesn’t approve more funding to build a wall on the border with Mexico.