Desierto de los Leones National Park is located entirely within the limits of Mexico City; it stretches between Cuajimalpa and Álvaro Obregón boroughs. It is located in the Sierra de las Cruces mountain range west of the city center with an area of 1,867 hectares, representing fifteen percent of the entire Valley of Mexico. The term Desierto (‘desert’) is used in this context in the archaic sense of “wild, sparsely populated area” rather than in reference to an arid environment. Leones (‘Lions’) refers not to the big cats but rather to the original landlord's surname.

Cuajimalpa de Morelos is a borough in Mexico City. It is located on the west side of the city in the Sierra de las Cruces mountains which separate Mexico City from the State of Mexico. The borough is named after the former rural town of Cuajimalpa, which has since been absorbed by urban sprawl. The borough is home to the Desierto de los Leones National Park, the first declared in Mexico as well as the second largest annual passion play in Mexico City.