This paper aims to examine the relationship between the state of exile and Mexican representation in Cormac McCarthy's All the Pretty Horses (1992), which is the story of a modern Texan young man who loses his home and crosses the border south to Mexico in search of a "paradise" for cowboys. The protagonist, John Grady Cole, projects his own vision onto Mexico and then gets "betrayed" by the violent reality of Mexico. It is true that Mexico appears here as "the Infernal Paradise," but the country is also "another country," where foreigners can only know of the Otherness of Mexico, and at the same time functions as a "mirror" which reflects the reality of the U. S. John Grady loses his Mexican "paradise" and returns to Texas, where there is no place for home; he comes to be a cowboy on the border, who cannot belong to the U. S. nor to Mexico. This homelessness seems to join him to some Mexican-Americans who appear in the story, such as Luisa, Arturo, Abuela and a "Mexican" who has never been to Mexico. Thus, his "failed" crossing, paradoxically, makes him into a true border-crosser.