Caterpillar Visitor!

I was coming home this afternoon and I saw this right by my front door!  A Monarch caterpillar!  Since there is no milkweed in my front yard (that's what the caterpillars eat), I am suspicious that he might have left his food source to find a place to build his chrysalis.  That would be cool to watch!  I'll post more pics if I see him again!