The migrants endured hellish conditions upon arriving at the Mexican border town of Tijuana after travelling up to 4,500 miles. Tijuana’s health department revealed migrants were suffering from tuberculosis, chickenpox, skin infections and hepatitis. Lice and respiratory illnesses have also been reported.
Around 350 have asked Mexican authorities for help in returning, with around 200 leaving already.
But more than 6,000 migrants plan to remain in a large sports complex and tents around Tijuana.
But many heading for home fear they won’t be able to win asylum bids.
US border forces this week fired tear gas at migrants massed at the US-Mexico frontier.
Following the violence, Mr Trump tweeted: “Mexico should move the flag-waving Migrants, many of whom are stone cold criminals, back to their countries.
“Do it by plane, do it by bus, do it anyway you want, but they are NOT coming into the USA We will close the border permanently if need be.
“Congress, fund the wall!”
Mr Trump threatened to close the border permanently after the migrant caravan reached the border.
Most migrants hope to gain asylum in the US, but face months of delays.
Ivonne Aguirre of the International Organisation for Migration told The Washington Post: “Some have sick relatives, some miss their families, some are surprised by the conditions here, which are not what they imagined.”
Hondurans, Salvadorans, Guatemalans and Nicaraguans are among those giving up and heading back to Central America with little hope of entering the US.
On Sunday, the US closed its busiest border crossing, San Isidro, for several hours after a standoff between border guards and migrants.
The Mexican government called for an investigation after the US authorities fired “non lethal” weapons on migrants during Sunday’s violence.
Tear gas was fired at the migrant group, including women and children.
Mexico’s foreign minister Luis Videgaray, insisted the migrants had a right to request asylum in the US and could stay in Mexico.
Migrants, many of them fleeing gang violence in Honduras, Guatemala ad El Salvador, have often travelled on foot to reach the US border.