If an visa has been denied to illegal does he have go back Mexico?

If an individual has been denied a visa to enter a country, it is important for them to follow the instructions provided by the embassy or consulate that processed their application. Depending on the specific circumstances and the regulations of the country in question, the individual may be required to return to Mexico or may have the option to appeal the decision or apply for a different type of visa.

It's essential to consult with immigration authorities or legal professionals to obtain accurate and up-to-date information regarding the specific requirements and procedures for individuals who have been denied a visa.