Climate change is expected to cause mass human migration, including immigration across international borders. This study quantitatively examines the linkages among variations in climate, agricultural yields, and people's migration responses by using an instrumental variables approach. Our method allows us to identify the relationship between crop yields and migration without explicitly controlling for all other confounding factors. Using state-level data from Mexico, we find a significant effect of climate-driven changes in crop yields on the rate of emigration to the United States.