Cuaron, 53, who produced a new film called "Desierto" about a Mexican immigrant entering to the US, said he still runs into problems at the border, reported Contactmusic.
When asked about his thoughts on border control by editors at entertainment website One Room With a View, Cuaron firmly believes it should be done away with completely.
"It's about how money flows," Cuaron explained.
"How come money can flow between borders but people can't? I'm allowed to cross borders, as there is this perception that I can bring money into my work. But even me being a 'luxury migrant', it's still difficult for me to travel around with a Mexican passport.
Cuaron directed the third instalment of the blockbuster franchise, "Harry Potter and the Prisoner of Azkaban".