Thousands of university students have marched through central Mexico City to protest against media coverage they say favours the candidate of the former ruling party in upcoming presidential elections.

"We want schools, not soap operas," the protesters chanted late on Wednesday, referring to PRI presidential candidate Enrique Pena Nieto, the frontrunner whose wife Angelica Rivera is a popular soap opera star known as "Seagull".

The students also protested against the media, specifically Televisa, the largest conglomerate broadcasting in Mexico and other Spanish-speaking countries, which they accuse of shilling for Pena Nieto.

The students claim that newspapers and television stations are tilting their coverage towards Pena Nieto, who is leading the polls ahead of the July 1 vote.

Many of the students were from the elite Iberoamerican University, where a May 11 appearance by Pena Nieto set off a rare wave of protests by young people against a return to the presidency of the Institutional Revolutionary Party (PRI), which ruled Mexico for 70 years before it was voted out in 2000.

The students say Mexico's largest television channel, Televisa, was particularly biased in its coverage of the rally and the campaign in general.

Many finished the march at Televisa's studios, where Pena Nieto was appearing on a live interview show.

Local media reported smaller, simultaneous marches in at least half-dozen other cities around Mexico.

A Televisa spokesman declined immediate comment, as did Pena Nieto's campaign.

Latest opinion polls put Pena Nieto with 46 per cent of the vote, compared to just 26 per cent for Andrés Manuel López Obrador of the leftist Party of the Democratic Revolution, and 24.6 per cent for Josefina Vázquez Mota of the governing National Action Party.

Pena Neito, a young ex-state governor, has been cast as the new face of the PRI.

But many Mexicans still mistrust the party and worry the PRI's return will hurt their young democracy.

Pena Nieto's supporters have labelled the students as supporters Lopez Obrador, but many at the rally said they supported none of three main presidential candidates.