Earlier on Monday, President Donald Trump said Mexico preventing immigrants from going through the country and into the United States may be a condition of a new NAFTA deal.
"It would be unacceptable to condition the renegotiation of NAFTA to migratory actions outside this framework of cooperation," Videgaray said via Twitter.
Mexico decides its immigration policy in a sovereign manner, and migratory cooperation with the United States happens in agreement with Mexico, he added.
On April 4, Trump ordered the governors of states along the US-Mexico border to send National Guard troops to help support border patrol agents amid a rise in illegal crossings according to the administration.
The United States, Canada and Mexico have been negotiating an update of NAFTA since 2017. The talks were launched amid Trump's claims that NAFTA is unprofitable for the United States, and threats to withdraw the country from the agreement if the deal is not updated.