The incident took place on Thursday in the vicinity of the city of Tijuana, El Excelsior news outlet reported.
The migrants were captured after they got over the border fence, according to the outlet.
READ MORE: Mexico Rejects Washington's Requests to Block Migrants From Seeking Asylum in US
The situation at the US-Mexican border has been tense since October when hundreds of Central American migrants started moving in the direction of the United States through the Mexican territory.
Media reported, citing US border patrol, in early December, that over 400 migrants had surrendered to the US authorities, asking for asylum, near the US city of El Paso.