You will need to file an application in the U.S. for him. Check with an immigration attorney you trust to give you a checklist of documents and do the filing.
What is your Immigration status? If you are a Citizen of the U.S. and your fiancee has no criminal convictions in Mexico or the U.S. (if he was here previously) and has no prior negative Immigration history, you can apply for him to join you in the U.S. as a fiancee, BUT this will need to be filed before you get married. A Green Card holder cannot file for a fiancee visa. You can also file for him as the husband of a U.S. Citizen or as the husband of a Green Card holder.
Assuming he has not previously been in the U.S. and overstayed and doesn’t have a serious criminal record, then it is a straightforward multi-step process. Call my office and schedule a time to talk and I can go through this with you advising on the timing, procedures, fees, documents needed etc. If your fiancé was previously in the U.S. and overstayed or has ever been deported then it may still be doable but will be more complicated and more expensive.
You can file a petition, but it is a complicated process and some are disqualified, even if married to a U. S. Citizen. You may want to hold off on the marriage and petition him as your fiancé. I strongly recommend an appointment with a competent and experienced immigration attorney before you take any further action.
If you file a fiance petition now, if it is approved, he can apply for an immigrant visa at the US Consul in Mexico. If you marry in Mexico now, you will need to file a visa petition for him and the US Consul closest to his residence will have instructions on how he can apply for an immigrant visa.
You need to file either a I-129F fianc visa petition so that he can come to the U.S. in order to marry you or an I-130 relative petition if you married in Mexico.
Once you marry, you can file for his Permanent Residency. This is an I-130 application in the US and will then be sent to Ciudad Juarez in Mexico for Immigrant Visa issuance.
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