Read below. If you want to file as married filing jointly on your US tax return, that means you must elect to treat her as a US resident. US residents pay income tax on all their world-wide income—that's one of the extra costs you pay for the benefit of being a US resident. There is a credit or deduction for the amount of Mexico taxes she pays on the same income, which may partly or completely offset the US taxes. If you file as married filing separately, then you only list your own income and deductions, but you may pay a higher tax rate than if you filed jointly.
You may want to test both scenarios or ask a professional for help.
