Thousands of Central American migrants on Wednesday resumed their 4,000-kilometre trek through Mexico towards the United States, defying warnings by US President Donald Trump that they will not be let in.

The caravan, which is estimated to comprise between 4,500 and 7,500 people, left the southern Mexican town of Huixtla for Mapastepec, about 65 kilometres north.

The migrants had rested for two nights in Huixtla, where they had travelled from Tapachula after entering Mexico from Guatemala.

The caravan left northern Honduras on October 13. Most of its participants crossed into Mexico illegally. About 1,700 of them requested refugee status in the country and stayed in Tapachula while their requests were being handled.

Migrants who travelled on from Huixtla said they felt the strain of the journey despite having rested and received food and medical care in the town.

"Until now, pretty tired," a migrant named Miguel Antonio told dpa.

However, he added, "I think we can go on as before, the way we came."

The migrants were not yet sure which route they would follow to the US border.

"The caravan will not cross our southern border illegally under any circumstances,” Secretary of State Mike Pompeo vowed on Tuesday.