Homeland Security Secretary Kirstjen Nielsen sat down with Martha MacCallum for an exclusive interview, and she had a warning for the caravan of thousands of migrants shambling toward the southern U.S. border.

President Trump has firmly stated that migrants will not be allowed to enter the country illegally, and hundreds of U.S. troops are set to make their way to the southern border to help Homeland Security and National Guard troops deal with the caravan.

Nielsen echoed the president's words with a warning for any migrants who illegally cross the U.S. border: "You will be returned home."

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She pointed out that Mexico has offered asylum to the migrants, so if they are truly fleeing violence and persecution in their home countries, they don't need to make it all the way to the U.S.

"They should be seeking refuge in Mexico," Nielsen said. "To ignore, basically, refuge and continue, in some cases, to come to the United States raises questions of what their real motives are."

She added that many of the migrants may not understand that looking for work or seeking to reunite with family members in the U.S. does not count as asylum, and they will not be able to stay in the country.

"If they come here illegally with no legitimate reason to stay, they absolutely will be apprehended and removed immediately," Nielsen said, adding that "everything is on the table" for how to deal with the caravan.

When MacCallum asked if that could include cutting aid to Guatemala, Honduras and El Salvador -- the countries many of the migrants originated from -- Nielsen reiterated that any and all measures are possible to protect America’s borders and citizens.

"This caravan cannot come to the United States. They will not be allowed in. They will not be allowed to stay."

Watch the exclusive interview in the clips above and below.

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