The Federal Bureau of Investigation is now involved in the case to bring 5-year old Aaliyah Esqueda back home to Idaho Falls.
An Amber Alert was issued September 6 after her grandparents didn't return her from a routine visit with her legal guardians.
Police cancelled the Amber Alert after she was found safe with her father in Mexico.
Aaliyah's father, Jesus Esqueda, has a record with misdemeanors and felonies. Esqueda also served time in prison.
He said since getting out of prison in 2010, he has been clean and wants to be a good father to his daughter.
"She is perfect. I started her in school already in kindergarten. We're just enjoying being together, doing what a father would do," said Esqueda. But he said how he got Aaliyah to Mexico is not what a father would do.
Esqueda says he was in Idaho Falls in early September illegally.
"Nobody knew and that's the point because I can't be in the U.S. I can't be in the U.S., but it's not the first time I've gone back," said Esqueda.
He said crossing the border is not difficult. Esqueda said when he saw Aaliyah, it was at that moment he decided to head back to Mexico.
"Just right there and then when I seen her and she seen me. I told my mom I'm taking her I'm tired of this. I don't want to live in Idaho. I grabbed her things, my mom packed her things. I grabbed my daughter and we left."
They drove from Idaho Falls to Phoenix, Arizona. Then got on a Tufessa bus and crossed the border into Mexico.
"When I heard there was an Amber Alert, I seen it and I was scared to cross the border, but I said, 'You know what? I'm going to do it,' and you know ... it was an amazing thing. When the bus stopped at the border, they didn't ask me for paperwork for Aaliyah or for me. They didn't check the bus. They didn't throw the dogs in. Nothing. They just waved us through, and it was early morning on a Saturday."
Esqueda said his parents should not be blamed.
"So my mom and my dad are the ones that followed me. They had nothing to do with it, but following me is what they did."
Esqueda said he works as a mechanic and Aaliyah lives with him and his parents in Mazatlan. He said he has no plans to bring Aaliyah back to the U.S., but he said when she grows up it would be her choice where to live.
The Idaho Falls Police Department is working with the FBI and the Mexican government to bring Aaliyah back to the United States.