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The number of Mexican migrants in the USA has become tripled between 1990 and 2017. This surge in Mexican migrants has attracted a lot of attention not only from policymakers but also from economists. We use a set of pre-immigration variables for more than 25,000 individuals from Mexico to predict (i): whether individuals from Mexico migrate to the USA (ii) if they do so, how long they stay in the USA. We use 8 machine learning techniques and we conclude that we can predict correctly 72% of Mexicans who migrate to the USA and 93% of Mexicans who do not migrate to the USA. However, by using only pre-immigration variables our model does not perform well in predicting how long Mexican migrants will stay in the USA. We can only predict 35% of the variation in the number of months that Mexican migrants will stay in the USA.