Born in Argentina, Caballero's inclusion has caused ill-feeling among certain members of the Mexican squad.
Team-mate Luis Hernandez blasted Caballero for denying a Mexican-born player the chance to go to the World Cup.
Having first moved to Mexico in 1995, Caballero only became a citizen of the country last year.
His first appearance for his new country came in the March friendly against Albania.
However he has been under the watchful eye of coach Javier Aguirre while playing his football for Pachuca in Mexico.