Undocumented migrants are hard to enumerate. Data from the Mexican Family Life Survey (MxFLS) are used to measure the extent and selectivity of migrants not enumerated in surveys in the United States. MxFLS is an on-going longitudinal population-representative survey of Mexicans living in Mexico in 2002. About 90% of the movers from Mexico to the U.S were interviewed in the U.S. in the first follow-up in 2005. These respondents are compared with recent migrants from Mexico interviewed in the American Community Survey (ACS) and Current Population Survey (CPS). We estimate the ACS misses about 30% of recent migrants and both ACS and CPS undercount younger, single, male and less educated migrants. Relative to migrants in ACS and CPS, MxFLS migrants are more likely to be working, earn less and have lower returns to education. This is because the ACS and CPS miss the lowest earners among the least educated migrants.