Preventing the onset of injection drug use is important in controlling the spread of HIV and other blood borne infections. Undocumented migrants in the United States face social, economic, and legal stressors that may contribute to substance abuse. Little is known about undocumented migrants' drug abuse trajectories including injection initiation. To examine the correlates and contexts of US injection initiation among undocumented migrants, we administered quantitative surveys (N = 309) and qualitative interviews (N = 23) on migration and drug abuse experiences to deported male injection drug users in Tijuana, Mexico. US injection initiation was independently associated with ever using drugs in Mexico pre-migration, younger age at first US migration, and US incarceration. Participants' qualitative interviews contextualized quantitative findings and demonstrated the significance of social contexts surrounding US injection initiation experiences. HIV prevention programs may prevent/delay US injection initiation by addressing socio-economic and migration-related stressors experienced by undocumented migrants.