On the last Sunday in October, groups of all ages make the annual pilgrimage up Monte Cristo Rey. Visitors can hike up Monte Cristo Rey year-round and overlook three states and two countries, El Paso, Texas; Sunland Park, New Mexico; and Juarez in Chihuahua, Mexico, but it is recommended you check in with local law enforcement before doing so. Atop the Sierra de Cristo Rey, stands a 29-foot-tall statue of Christ that was commissioned by world-famous sculptor Urbici Soler.

Visitors should contact the Sunland Park Police Department at the non-emergency number (575-589-6600) or visit the station at 1000 McNutt Road, Sunland Park, to notify local law enforcement officers that they will be hiking Monte Cristo Rey. Visitors should notify the police on how many members are in the group and carry a cellphone to notify police when they are done with their hike or in case of emergency/suspicious activity. For safety purposes, it is highly discouraged that visitors hike alone and during the hours of 6:00 p.m. to 7:00 a.m.

U.S. Border Patrol is active around surrounding areas. The Sunland Park Police Department will notify U.S. Border Patrol Agents of any person(s) hiking the Monte Cristo Rey as a precautionary measure in case an emergency arises.