His yesterday's trip to the Pacific resort of Acapulco came a day after federal police and troops took over security in the port and several other crime-riddled towns from the state's weak municipal forces.
Pena Nieto, who had visited the impoverished state many times before, had not been back since gang-linked police attacked busloads of students in the city of Iguala on September 26.
Authorities say officers delivered 43 students to members of the Guerreros Unidos drug gang, who told investigators they killed the young men and incinerated their bodies.
The case of the missing students has caused outrage across Mexico, triggering nationwide protests, with angry demonstrators torching government buildings in Guerrero.
More From This Section
Pena Nieto was in Acapulco to announce an economic recovery plan for the state, which has been ravaged by gang violence and natural disasters. He was due to speak later yesterday.
The recent protests and violence have hurt Acapulco's tourism industry, with the US embassy advising Americans to defer non-essential travel to the city last month.