Right. It is also to the west of Cuba.
Mexico is just south of the US, and Cuba is an island in the Caribbean.
It is bordered by the United States to the north; Cuba to the east and Mexico to the south and west.
The Straits of Florida, with the Atlantic Ocean to the East, and the Gulf of Mexico to the West; separate Florida from Cuba.
Cuba is the closest island from the West Indies to Mexico.
Cuba is an island country. It is south of Florida, USA and south of the Bahamas. To the east of Honduras and Mexico. To the west of Haiti and the Dominican Republic. To the north of Jamaica.
Havana, Cuba is further east than Mexico City, Mexico and Managua, Nicaragua.
New Mexico is east of Arizona.Texas is west of New Mexico.
West.
It is surrounded by the Gulf of Mexico to the west; the Yucatan channel to the north (with Cuba) and the Caribbean Sea to the East.
It could be said that Jamaica is "south east" of Mexico but it would be difficult for someone who didn't know exactly where it was to find it on a map given such directions. Jamaica is south of Cuba, directly east of Belize (which is a little bit south of Mexico) and west of Haiti.
Havana, Cuba is further east than Mexico City, Mexico and Managua, Nicaragua.