ORDER BY to SQL table starting from a specific value

I am making a registration form and in one part I request the nationality of the person, which is selected from a table in SQL

    <p style="text-align:center;"><label><select id="lista" name="Nacionalidad">
                <?php
                include 'conexion.php';
                $consulta = "SELECT CveNacion,Nacionalidad FROM catnacion";
                $resultado = $mysqli->query($consulta);
                ?>
                <form action="" method="post" class="form-login">
                    <?php foreach ($resultado as  $opciones) : ?>
                        <option value="<?php echo $opciones['Nacionalidad'] ?>">
                            <?php echo $opciones['CveNacion'].' '.substr($opciones['Nacionalidad'],0,15)  ?>
                        </option>
                    <?php endforeach ?>
            </select></label></p>

The problem is that when performing the $consulta = "SELECT CveNacion,Nacionalidad FROM catnacion";it is displayed as follows:

I would like the first value displayed to be Mexico:

As follows:

I have tried to carry out an ORDER BY starting from the M like this SELECT CveNacion,Nacionalidad FROM catnacion ORDER BY Nacionalidad>"M", but it does not do it as I want, is there any way that from the query it shows me that result first or I can do it directly in the form, thank you very much in advance