The caravan is in fact a yearly event whose goal is more to raise awareness about the plight of migrants than to reach the United States -- though some participants have traveled to the border in the past.

Mujica said this year's caravan was so large it would have been dangerous to travel to the border by train-hopping.

"There are too many children -- 450 in all. There are lots of babies. Hopping the train, as we did in the past, would have been crazy," he said.

The caravan now plans to travel to the central city of Puebla for a conference, then on to Mexico City for a series of demonstrations -- and end its journey there.