"I was informed that three Mexicans died as a result of this shootout in a shopping centre," Lopez Obrador said.
The Mexican Foreign Ministry and the consul in El Paso are following the situation, he added.
"My condolences to the Americans who lost their lives and to the Mexicans who died," the Mexican leader said.
The shooting incident claimed the lives of at least 20 people and injured more than 24 others on Saturday.
"20 innocent people from El Paso have lost their lives and more than two dozen more are injured," the governor of Texas Greg Abbott said.
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The police have arrested 21-year-old suspect, Patrick Crusius, in connection with the incident.
The White House has said multiple law enforcement agencies, including the ATF and the FBI, have been assisting local authorities, who are leading the response to the shooting.