Around 2,000 Central American migrants are attempting to enter the US, despite Mexican efforts to stop them at the border.
The convoy of migrants gave up trying to enter Mexico legally because the asylum application process was too slow and circumvented police at a border bridge.
They swam and rafted across the river from Guatemala before deciding to reform their mass caravan and continue their journey towards the US.
Their numbers swelled to around 5,000 and on Sunday they began walking towards the Mexican town of Tapachula.
It was not immediately clear where the additional travellers had materialised from since about 2,000 gathered on the Mexican side on Saturday night.
They are thought to be people who had been waiting on the bridge over the Suchiate River or in the Guatemalan town of Tecun Uman and who decided to cross during the night.
At dawn there were still an estimated 1,500 migrants on the Guatemalan side hoping to enter Mexico legally.
They marched on through Mexico shouting slogans like "Si se pudo" or "Yes, we could!"
As they passed through Mexican villages on the outskirts of the city of Ciudad Hidalgo, they drew applause, cheers and donations of food and clothing from Mexicans.
Despite warnings to turn back this week from US President Donald Trump, one migrant, Erasmo Duarte, from Honduras, said before the journey: "We are going to reach the United States."
Mr Trump threatened to deploy soldiers to the border with Mexico and close it off to stop the "large caravans" coming to America.
He has sought to make the border security with Mexico a campaign issue around two weeks before midterm elections. His promise to build a wall along the border was also one of his key policies during his election campaign.
On Friday he told reporters those travelling to the US en masse were not "little angels" but "hardened criminals".
He said: "I don't want them in our country. And neither does our country want them in our country."
Authorities handed out numbers for people to be processed in a strategy seen before at US border posts when dealing with large numbers of migrants.
But many became impatient before circumventing the border gate and swarming across the river on rafts or swimming in full view of hundreds of Mexican police manning the blockade on the bridge.
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They were not detained on reaching the Mexican bank.
"We couldn't wait because we had already waited too long and they only told us lies," said Mr Duarte, who joined the caravan with his wife and children six days ago.