This study examined the influence of migration status, nativity and country of residence on joint associations of physical activity (PA) and sedentary behavior (SB) in anthropometric indicators of Mexicans and Mexican-Americans living in the US and in Mexico. We examined data from two large national surveys, the National Health and Nutrition Examination Survey from the US (NHANES, 2011⁻2012) and Mexico (ENSANUT, 2012). Using self-reported minutes of moderate to vigorous physical activity and SB, we calculated four categories for analyses. Anthropometric measures consisted of body mass index (BMI) and waist circumference (WC). We used data of migration status, nativity and country of residence. Linear regression models examined how joint categories of PA and SB were associated with BMI and WC according to migration status, nativity and country of residence, controlling for health risk behaviors. Analyses showed that even among those in the category with the lowest risk behavior, “physically active and low sedentary”, there were differences in BMI and WC by migration status, nativity and country of residence. Within this lower risk category, Mexican immigrants living in the US had the greatest association with high BMI, while US-born Mexican-Americans living in the US had the highest WC values when compared with the group of Mexicans living in Mexico. Joint categories of PA and SB were associated with BMI and WC by migration status, nativity and country of residence among populations with Mexican ethnicity.