The man, who has not been identified, tried to enter the US at the Pharr-Reynosa International Bridge between the Mexican border city of Reynosa and Pharr, Texas on Wednesday, two Mexican security officials told Reuters News Agency.
The officials, who were not authorised to speak publicly, said around 5pm (23:00 GMT), the man drew a knife and cut his throat when denied access to the US. Both officials said the man was seeking asylum.
“He committed suicide,” one of the officials told Reuters.
The man killed himself on the Mexican side of the bridge, just metres away from the international dividing line, the other source said.
The officials told Reuters the man was in his 30s.
US Customs and Border Protection officials did not immediately respond to a request for comment from Reuters.
The attorney general’s office for the Mexican state of Tamaulipas, where Reynosa lies, said it was investigating the man’s death.
Many Mexicans who seek refuge in the US say their lives are at risk at home from violent criminal gangs, which have made parts of the country increasingly perilous. Homicides have reached record levels in Mexico during the last two years.
US President Donald Trump has made tightening border security and reducing irregular immigration at the US-Mexico frontier a priority of his administration.
US immigration officials now consider Mexicans seeking asylum eligible for deportation to Guatemala under a bilateral agreement between the two countries signed last year, according to documents that became public on Monday. The policy had previously only applied to asylum seekers from countries south of Mexico, who the Trump administration argues could have sought asylum in other Latin American countries, such as Guatemala, considered “safe third parties”.
Many have expressed fear of being sent to the Central American country, where the murder rate is five times that of the US, according to 2017 data compiled by the World Bank, and where resources for asylum seekers are stretched.