You should speak to an immigration attorney who practices US immigration law. Whether you choose one in the US or in Mexico depends on which would make you most comfortable and enable you most ease of access and communication. Your attorney will also help you to obtain a copy your fiance's immigration file so you can know if there are any other issues that need to be dealt with besides his previous unlawful presence and deportation.
Samuel Ouya Maina, Esq. 415.391.6612 firstname.lastname@example.org Law Offices of S. Ouya Maina, PC 332 Pine Street, Suite 707 San Francisco, CA 94104