The migrants were apprehended on Wednesday after they refused to apply for permission to stay in Mexico, the Foro TV broadcaster reported.
The Mexican authorities have launched a migrant support program to contain the flow of people willing to settle in the United States, prompting hundreds of people to apply for asylum in Mexico.
On Tuesday, the Mexican Interior Ministry said around 5,600 migrants from Honduras, Guatemala and El Salvador had stayed in the vicinity of the Mexican cities of Tijuana and Mexicali, located at the US border.
US President Donald Trump has characterized the situation around the caravans moving in the direction of the United States as a national emergency. Moreover, media reported, citing a White House order, that the authorities had authorized troops at the US-Mexican border to use lethal force when necessary amid the arrival of migrant caravans.