You will need to get her a taxpayer identification number to file a joint return. The IRS encourages illegals to get a TIN and does not share the information with immigration. Then you can file as married filing jointly.
Any individual seeking legal advice for their own situation should retain their own legal counsel as this response provides information that is general in nature and not specific to any person's unique situation. Circular 230 Disclaimer - Advice given in this response cannot be used to eliminate penalties with the IRS or any other governmental agency.
Actually it is recommended to file joint taxes. See our legal guide on our website for marriage petitions. Please contact a good lawyer for other possible issues.
Founder and Managing Attorney of Shah Peerally Law Group PC
Law Firm Deals in Immigration law, Bankruptcy & Debt Relief
Note: The above answer is provided for informational use only. One should not act or refrain to act solely based on the information provided. No attorney client relationship is created unless a retainer is signed by the attorney and the client.