This paper aims to shed light on the Mexican diaspora living in Denmark, which is relatively small compared to other countries. The study seeks to understand the reasons behind their decision to leave Mexico and settle in Copenhagen, as well as explore their connections to their homeland and their ability to integrate into Danish society. Using semi-structured interviews, hermeneutics and Interpretative Phenomenological Analysis, the study identifies patterns and develops a theoretical framework that encompasses concepts such as transnationalism, security, fear of crime, social identity, and diaspora. The paper includes the Mexican contemporary context where citizens experience lack of security and ongoing violence in the country. Moreover, our background information is complemented by Mexican demographics in Denmark provided by the Mexican embassy in Denmark. The study is crucial in gaining a deeper understanding of this specific scope, given the limited existing research on Mexicans who migrate to Europe, particularly to Denmark.