She attracted worldwide attention last year when she became police chief of a border town plagued by drug violence after no-one else dared take the job.
She is now seeking asylum in the US after fleeing across the border into Texas.
Ms Valles was sacked from her post on Monday for being absent without leave.
The criminology student was hailed as Mexico's bravest woman in October when she became head of public security in the border town of Praxedis G Guerrero at the age of 20.
The town is in the Juarez Valley in Chihuahua state, a battleground for drugs cartels fighting over lucrative smuggling routes into the US.
Local police and officials in the region have been frequent targets for attack despite a large military presence.
At the time of her appointment, she told the BBC she was accepting the role despite the risks involved because she felt Mexican citizens had a responsibility to try to improve security.
Praxedis is close to Ciudad Juarez, Mexico's most violent city, where more than 3,000 people were killed in drug-related violence in 2010 alone.
The US Customs and Immigration Enforcement agency (ICE) confirmed that Ms Valles was in the country.
"She will have the opportunity to present the facts of her case before an impartial immigration judge," an ICE official told Reuters.