In joining the more than 750 people that had already reached the city, there are now more than 1,500 migrants - many of them are fleeing poverty and violence in their home countries of Honduras, El Salvador and Guatemala.
Around 6,000 troops deployed by President Donald Trump are waiting on the other side of the border, having spent time building concrete barriers and erecting razor-wire fences to keep people out.
With US border inspectors at the main crossing into San Diego processing only about 100 asylum claims a day, it could take weeks if not months to process those who are part of the caravan that departed from San Pedro Sula, Honduras, more than a month ago.
Another 2,000 more refugees and migrants are expected to to arrive in Tijuana by the weekend.
Tijuana's factories are always looking for workers but the prospect of thousands more destitute Central Americans has posed new challenges.
Delia Avila, director of Tijuana's family services department, who is helping spearhead the city's response, said migrants who can arrange legal status in Mexico are welcome to stay.
“Tijuana is a land of migrants. Tijuana is a land that has known what it is to embrace thousands of co-nationals and also people from other countries,” Mr Avila told the Associated Press.
Oscar Zapata, 31, reached the Tijuana bus station at 2am from Guadalajara with his wife and their three children, ages 4, 5 and 12.
Back home in La Ceiba, Honduras, he was selling pirated CDs and DVDs in the street when two gangs demanded “protection” money. He had already seen a colleague gunned down on a street corner because he couldn't pay.
When he heard about the caravan on the television last month he was quick to move. “It was the opportunity to get out,” Mr Zapata said.
Mr Zapata said he hopes to join a brother in Los Angeles but has not yet decided on his next move. Like many others, he planned to wait in Tijuana for others in the caravan to arrive and gather more information before seeking asylum in the United States.
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Associated Press contributed to this report