The group of approximately 500 people included families with young children from Haiti, Cuba, Central America, and Colombia, a witness told the Reuters news agency.
“We can’t survive in Tapachula,” said Carlos Correa, a 31-year-old Colombian man, who said he joined the caravan on Saturday after waiting for three months without receiving a response to his asylum application.
“We are asking the government of Mexico to please create a humanitarian corridor for us so we can travel to the (US) border,” he said.
Under Mexican law, migrants must remain in the state where they sought asylum until their cases are resolved, a process that can take months or years.
Mexico and the United States have witnessed high levels of migration this year, particularly from Central America, where violence, poverty, and a hunger crisis have driven hundreds of thousands to flee.
US Customs and Border Protection (CBP) agents have conducted more than 1.2 million arrests or expulsions of migrants and asylum seekers crossing the US border since October.
Mexico is facing mounting pressure from Washington to take steps to curtail US-bound immigration.
In recent weeks, the Mexican government has sent thousands of migrants to southern Mexico by plane, where they are transported by bus to the Guatemalan border.