The United States had already been announced by FIFA President Gianni Infantino as the sole bid for the expanded 48-team tournament.
At a formal launch for the bid in New York, US officials said CONCACAF members Mexico, Costa Rica and Jamaica will also stage games in the tournament.
"We're incredibly proud to be leading this bid for the 2031 Women's World Cup alongside our CONCACAF partners in Mexico, Costa Rica, and Jamaica," US Soccer President Cindy Parlow Cone said in a statement.
"Together, we have an extraordinary opportunity to host the biggest and most impactful Women's World Cup in history."
The joint bid will be submitted to FIFA next month, with the global football governing body set to give its formal approval at its congress in Vancouver in April 2026.
Infantino announced in April that the US was the lone bid for the 2031 tournament with "potentially some other CONCACAF members", while the 2035 tournament would take place in England, Scotland, Wales and Northern Ireland.
The tournament's expansion from 32 to 48 teams was also announced earlier by Infantino.
CONCACAF President and FIFA vice-president Victor Montagliani also welcomed the joint bid in a statement.
"Our Confederation's commitment to women's football has never been stronger, and hosting the FIFA Women's World Cup 2031 will build on this momentum, inspiring future generations of players and fans across North America, Central America, and the Caribbean," Montagliani said.
The United States and Mexico had initially planned to bid for the 2027 Women's World Cup but withdrew their candidacy weeks ahead of a 2024 FIFA vote in Bangkok to concentrate on a successful bid for 2031.