Cross-border relationships between administrative authorities are complex. In Hong Kong’s case, developing an effective win-win relationship with Guangdong is vital to many areas of activities. One such area of activity is managing air quality. Whilst it will take time to develop a suitable framework, Hong Kong and Guangdong can learn from examining the past decade of relationshipbuilding between the United States (US) and Mexico. This paper explores US-Mexico initiatives, drawing out possible lessons for Hong Kong and Guangdong.