N.M. Stat. § 40-8-3
[Hearing at regular term in county of petitioner's residence.]
That the hearing and determination of all proceedings instituted under the provisions
of this chapter [40-8-1, 40-8-3 NMSA 1978], and the final order of the court therein, shall
be had and made at some regular term of the district court sitting within and for the
county wherein said petitioner resides.