It sounds like your concern is that the marriage certificate will say that you are Mexican. As long as the marriage is valid under Mexican law and as long as you can provide evidence of your US citizenship when you apply for your spouse I don't think it will be an issue. You should be aware that it could cause some confusion at USCIS, though, and be sure to document the issue clearly at the time that you apply. Good luck, and congratulations!
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Don't worry! You can go ahead and marry in Mexico. The U.S. recognizes a valid Mexican marriage if you can prove it with the appropriate marriage certificate. As a U.S. citizen, as long as you have acceptable proof later on, you should be able to apply for your fiancé's green card, regardless of where your marriage took place. It is at the point that you file for him that you will need proof of U.S. citizenship to establish the petition, not at the point of marriage. Good luck!
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Your valid Mexican marriage will have the same legal recognition as it you were married stateside and should be sufficient for any AOS purposes.
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You do not need to marry twice. Enjoy the wedding. Then, don't forget to contact a lawyer for your immigration paper filings.
Dhenu Savla, Esq.
This answer does not create an attorney-client relationship and is not meant to be relied upon as legal advice.