This study examines the impact of male migration to the United States on female labor market outcomes in Mexico, using the longitudinal data set from the Mexican Family Life Survey. I differentiate between domestic and cross‐border migration, as well as other types of absence, and account for their differential effects. The first‐difference approach is employed to address the econometric issues of endogeneity and self‐selection. Findings show that the effects of cross‐border migration on the labor market outcomes of left‐behind women appear to be limited in the short term. Domestic migration is not a major factor that influences the labor market outcomes of women.