Introduction. Undocumented migrants live in a state of social, legal, and political invisibility, which affects their mental health while hindering their access to health services. It is therefore essential to understand which situations are linked to their emotional discomfort and how they cope with it. Objective. To explore the sources of emotional discomfort and the strategies used to deal with it in undocumented Mexican migrants residing in an area with a recent migratory tradition. Method. Study conducted using qualitative methodology and ethnographic strategies involving four open interviews with key informants and seven semi-structured interviews with undocumented Mexican immigrants. A thematic analysis was conducted of each of them, and the main categories constructed. Results. Immigration status was the main source of emotional discomfort, creating sadness, anger, and frustration associated with direct acts of racism and discrimination. Religiosity or spirituality, relaxation, avoidance, self-control (“gritting your teeth and bearing it”), and seeking supportive social networks were the most commonly used strategies for coping with this discomfort. Discussion and conclusions. It would be advisable to implement strategies that increased the possibilities of access to professional care, when necessary, without immigrants perceiving a threat due to their immigration status and to promote more robust social networks in the community, as well as virtual networks that could provide an alternative source of care and accompaniment from their place of origin.