In late-2003, Romero began working for Consejo Mundial de Lucha Libre in Mexico, using the name "Havana Brother I, he would team up with Havana Brother II and Havana Brother III to form a three-man team known as Los Havana Brothers. A few months later Los Havana Brothers began working as Rocky Romero, Pinoy Boy and Bobby Quance respectively. On September 12, Romero became CMLL's first-ever World Super Lightweight Champion after defeating Volador Jr.. in a tournament final. On November 14, Virus defeated Romero to win the championship, signaling the exit of Los Havana Brothers for the time being. In late 2004 Romero made a surprise return to CMLL and defeated Virus to regain the championship. After the title win he left CMLL again, occasionally defending the championship in Southern California.