"The crime that is associated with this trade is the responsibility of both countries."
More than 100 people gathered in the city to protest during Calderon's visit, demanding that his government do more about drug violence, which has reached records levels across Mexico.
Police clashed with demonstrators to prevent them from approaching a hotel and gymnasium where Calderon held events.
Al Jazeera's Mariana Sanchez, reporting from Ciudad Juarez, said people were demanding the president withdraw troops from the town and put more pressure on the US.
"There is a sense of frustration among Mexican officials and among people here that the brunt of the responsibility of this war on drugs is mostly on the Mexican government," she said.
"What people here are demanding from the president is that he ask the US to tackle more drug consumption, which in turn fuels the violence here in Ciudad Juarez and the rest of the country.
Sanchez said Calderon's strategy to defeat the gangs has been to send troops and federal police across the country to deter criminal activity.
"That hasn't worked," she said.
"So these civil groups [Calderon] is talking to say he should put more emphasis on social programmes like drug rehab clinics [and] education."
Calderon's visit came after Mexican authorities announced they had launched an investigation into the killings on Saturday, in which an American woman working at the consulate and her husband were shot dead as they left a consulate social event.
|Mexican authorities have pledged to investigate the Ciudad Juarez killings [Reuters]
The couple's baby girl, who was in the car with them, survived the attack.
Around the same time, a Mexican man married to another consulate employee was killed in another part of the city after he and his wife left the same event.
US security officials from the FBI and other agencies are helping Mexican authorities investigate the incident.
The killings were among dozens over the past few days, as rival Mexican drug gangs fight for turf with civilians caught in the middle.
Nearly 19,000 people have been killed in drug-related violence since late 2006 when Calderon came to power and launched a military assault on the country's powerful drug cartels.