Travis Kalanick's announcement comes a week after Uber users boycotted the hailing service.
Mexico and the United States have enjoyed an amicable relationship, but Trump's presidency and his continued efforts to make Mexico pay for the wall, risks their alliance.
Large protests are expected on Tuesday in opposition to an executive order signed by President Donald Trump to advance the Dakota Access Pipeline and the Keystone XL pipeline.
Invoking the words of Martin Luther King Jr., the president said the country needs to possess a "fierce urgency of now" to combat gun violence and not only discuss the latest mass shooting, but prevent it.