EndNote uses its own proprietary file extension (.enl) you will need to export your library as .xml file (the more open common standard) in order to migrate to Mendeley.
Exporting the EndNote library as an XML file also is the best way to ensure that PDFs are also imported into Mendeley.
Follow these steps:
1. Select File –> Export
2. Choose “XML” type and “RIS” as the output style
3. Give your library a name and save it on your PC
Then in Mendeley:
1. Select File –> Add Files
2. Choose the XML file that you have previously exported from EndNote and click on “Open”
3. Press Sync in Mendeley Desktop to save the changes in the cloud.
4. Your EndNote library will appear in Mendeley Desktop