Can he/she be prosecuted for what? Also, what exactly do you mean when you describe this person as an "us felon"? Even if I assume you meant "U.S. felon," that could mean at least a few things.
Possession of illegal drugs/guns in a non-U.S. jurisdiction does not violate any U.S. law, but if the person is on parole or probation, it could be a parole/probation violation. And, of course, this criminal certainly could be extradited back to Mexico.

