The Department of Homeland Security charged Lorenzo Hernandez-Flores, his *848 wife Silvia Gonzalez-Pena, and their children Andres Hernandez-Gonzalez and Jose Hernandez-Gonzalez (Petitioners), natives and citizens of Mexico, as removable for being arriving aliens who applied for admission without having or presenting immigrant visas or other valid entry documents. Petitioners applied for asylum, withholding of removal, and deferral of removal under the Convention Against Torture (CAT). The immigration judge (IJ) denied Petitioners’ applications, and Petitioners appealed.

The Board of Immigration Appeals (BIA) dismissed the appeal, and denied Petitioners’ motion to reconsider. They seek review of the BIA’s denial of that motion. The denial is reviewed for abuse of discretion. E.g., Zhao v. Gonzales, 404 F.3d 295, 303 (5th Cir. 2005).

Petitioners contend the BIA erred in concluding they failed to demonstrate entitlement to asylum, withholding of removal, or protection under CAT. These contentions, however, concern the bases for the BIA’s dismissal of their appeal. Restated, this petition does not present for review that underlying BIA order affirming the IJ’s order and dismissing the appeal. The failure to petition for review of the order dismissing their appeal results in our lacking jurisdiction to review the order. E.g., Kane v. Holder, 581 F.3d 231, 237-38 (5th Cir. 2009) (no jurisdiction to review the BIA’s denial of motion to reconsider claim for asylum when issue not raised in petition for review).

Petitioners’ opening brief here contains no analysis regarding the challenged denial of their motion to reconsider. It does not address whether the BIA abused its discretion in doing so and does not expressly identify anything in that decision that is capricious, irrational, arbitrary, racially invidious, or completely lacking in evidentiary basis. E.g., Zhao, 404 F.3d at 303-04 (listing guidepost factors for abuse-of-discretion review of BIA orders). Instead, in response to the Government’s asserting lack of jurisdiction because of this failure, Petitioners raise these claims for the first time in their reply brief. Generally, “[tjhis [cjourt will not consider [ ] claim[s] raised for the first time in a reply brief’. Yohey v. Collins, 985 F.2d 222, 225 (5th Cir. 1993). We decline to do so in this instance.

DISMISSED.