Mexico's Interior Ministry added that nearly 500 migrants had tried to cross the border in a "violent manner".
"There is no agreement of any sort between the incoming Mexican government and the USA government", future Interior Minister Olga Sanchez said in a statement.
Yesterday, U.S. Customs and Border Patrol agents fired tear gas at hundreds of people, including women and children, after some of them tried to force their way across the border between San Diego and Tijuana, Mexico.
The vast majority of the more than 5,000 Central American migrants camped out for more than a week at a sports complex in Tijuana returned to their makeshift shelter to line up for food and recuperate from an unsettling afternoon.
Authorities on the US side used tear gas to disperse the would-be crossers, the journalists told CNN. Mexican police officers in riot gear stopped many, but those who continued toward the fence met USA border agents, who sprayed some with tear gas.
As the chaos unfolded, shoppers just yards away on the USA side streamed in and out of an outlet mall, which eventually closed.
"Every once in a while, a new group gathers there, at the U.S. -Mexico border fence - and then pretty quickly after that, they are dispersed using tear gas".
An Associated Press reporter saw USA agents shoot several rounds of tear gas after some migrants attempted to penetrate several points along the border.
Prince Harry and Meghan Markle to live in Windsor at Frogmore Cottage
According to the Kensington Palace Twitter feed, Markle has been making regular visits to the kitchen since January. It was officially announced in October that the couple were expecting their first child next spring.
Traffic also was jammed for parts of the southbound stretch of Interstate 15 into Southern California from Las Vegas, including in the Cajon Pass. Meanwhile, Tijuana's municipal government said that more than three-dozen migrants were arrested for disturbing the peace and other charges stemming from the march and what followed.
As they reached the border area, some protesters split off toward multiple locations, CBP said. "We are worldwide workers!" Several thousand migrants, mostly from Central America, have been gathering in Tijuana in hopes of entering the US.
The busiest USA border crossing is open again this morning, after a confrontation forced it to close temporarily Sunday, as frustration among thousands of migrants upset by the slow pace of the US asylum process boiled over.
Trump wrote on Twitter on Sunday that it "Would be very SMART if Mexico would stop the Caravans long before they get to our Southern Border, or if originating countries would not let them form". "The vast majority of people we're dealing with are adult males".
President Trump offered Mexico some advice on deporting migrants massed in Tijuana and threatening to storm the USA, telling the neighboring nation in a tweet to send them "back to their countries" by plane or by bus - or face a permanent closure of the border. Residents of Tijuana work, study and visit the United States each day, and the border closures affect them, too, Juan Manuel Gastélum Buenrostro said on Twitter on Sunday.
Mexico's Interior Ministry said Sunday the country has sent 11,000 Central Americans back to their countries of origin since October 19, when the first caravan entered the country. It said that 1,906 of them were members of the recent caravans.
Mexico is on track to send a total of around 100,000 Central Americans back home by the end of this year.