We conducted experimental work to explain the large peak ground accelerations observed at the Cerro Prieto volcano in Mexicali Valley, Mexico. Using ambient noise and earthquake data, we compared horizontal‐to‐vertical spectral ratios (HVSRs) computed for sites on the volcano against those calculated for locations outside it. High‐HVSR values (∼11 at ∼2 Hz) were obtained on the top of the volcano at 183 m of altitude, decreasing for sites located at lower elevations. We calculated a median HVSR of ∼1 at 2 Hz from HVSRs computed for nine sites located along an N18°E transect and at an average elevation of ∼25 m. The earlier comparison suggests a relative amplification on the volcano. In addition, we calculated HVSRs from accelerograms generated by 62 earthquakes (; ) recorded at four locations: two on the volcano (at 194 and 110 m of elevation) and two outside it. These last two sites, located up to 6 km away in a north‐northwest and south‐southwest direction relative to the volcano, are at an average altitude of 22 m. For the four locations, we also computed the HVSRs from ambient noise data. Although the HVSR results derived from both types of data are slightly different, we also found high HVSRs for the two sites on the volcano and low HVSRs for the two sites outside it, corroborating the relative amplification on the volcano. Using the 1D wave propagation modeling, based on the stiffness matrix method, we modeled the experimental HVSRs to analyze the local site effects. Therefore, we propose that the ground‐motion amplification at the Cerro Prieto volcano may be due to a combination of its topography and shallow site effects.