Does it matter what country you married in with a non US citizen?

Me and my husband married in Netherlands Antilles, Curacao where he is not legal there. He is originally from Jamaica. I am a US citizen. The pastor who married us is registered and certified to marry people in that country where he is overstaying. And the marriage certificate did go Thur the registrar there. I am hearing that in order to obtain a k3 visa for a Jamaican the marriage have to take place in jamaica is this true? or it does not matter where you marry as long as it was recognized by the country registrar?