Mexico has said it will deport around 500 migrants who "violently" tried to cross the border into the US.
Tensions at the border reached boiling point as hundreds of migrants pushed past police and scrambled towards the crossing.
Women and children were among the group, part of a caravan from Honduras, who tried to get through at the crossing between Tijuana and California.
US border agents shot tear gas as migrants attempted to breach fences separating the countries.
ITV News Correspondent Emma Murphy, who is at the border, said groups shouted "yes we can" as they made their way to the border fence on Sunday.
US border forces fired tear gas, temporarily closed the border and scrambled a number of helicopters in response.
The migrants carried hand-painted American and Honduran flags as they called for their asylum applications to be processed more quickly, chanting: "We are not criminals! We are international workers!"
A number of the migrants attempted climbing a railway siding in order to cross the border via the mountains.
More than 5,000 migrants have been camped in and around a sports complex in Tijuana after making their way through Mexico in recent weeks.
Many hope to apply for asylum in the US, but agents at the San Ysidro entry point are processing fewer than 100 asylum petitions a day.
Many of the migrants appeared to easily pass through the Mexican police blockade without using violence.
A second line of Mexican police carrying plastic riot shields stood guard outside a Mexican customs and immigration centre.
That line of police installed tall steel panels behind them outside the Chaparral crossing on the Mexican side of the border, which completely blocked incoming traffic lanes to Mexico.
Irineo Mujica, who has accompanied the migrants for weeks as part of the aid group Pueblo Sin Fronteras, said the aim of Sunday's march was to make the migrants' plight more visible to the governments of Mexico and the US.
"We can't have all these people here," he said.
On Friday, Tijuana Mayor Juan Manuel Gastlum declared a humanitarian crisis in his border city of 1.6 million, which he says is struggling to accommodate the crush of migrants.