Multiple migrants, federal police and journalists were wounded as the crowd hurled rocks and other objects at the security cordon on the Mexican side, an AFP correspondent said.
The map above shows the journey the caravan is taking from Honduras through Guatemala and up through Mexico into the U.S.
U.S. Secretary of State Mike Pompeo will travel to Mexico on Friday for a meeting with the country's top officials, where the caravan will likely be among the topics of discussion.
Pompeo said he and Videgaray spoke of the importance of stopping the caravan before it reaches the USA border.
The re-emergence of immigration as a pressing concern in the USA comes in the middle of heated midterm elections, and Mr. Trump has featured the issue in political rallies held around the country on behalf of Republican congressional candidates.
The group say they will return to try to cross the heavily armed border and continue on their path to America in an hour, according to The Associated Press. "They came in droves from Guatemala and Honduras through the Mexican border and for years Uncle Sam rolled out the welcome mat offering housing, food, medical treatment and a free education".
"Gentlemen, we have to be ready in case the wave comes to here, OK?" In April, several hundred made it to the USA border near San Diego, and a limited number were allowed to apply for asylum in the U.S. "Mexico's policy consists in respecting and protecting human rights" of migrants, Mexican Interior Minister Alfonso Navarrete said earlier this week. The first to arrive to the border with Mexico took buses or hitchhiked. Vox declared that "Trump's "caravan" tantrum could put migrants in danger".
"Foreign Secretary Videgaray and I have talked about the importance of stopping this flow before it reaches the USA border".
-Courtney McBride contributed to this article.
"We will offer jobs, work to Central Americans".
He tweeted on Tuesday: "The United States has strongly informed the President of Honduras that if the large Caravan of people heading to the U.S.is not stopped and brought back to Honduras, no more money or aid will be given to Honduras, effective immediately!"
Migrant caravans of this type are nothing new, they quite often take place.
"They should be locking them up as they enter Mexico from these Central American countries".
"It is an illegal activity", said Ambassador Luis Manuel Lopez Moreno, adding that more than 100 migrants had been allowed to cross the bridge to apply for refugee status, including some who were from the caravan and others who were not.
He also said the problem the US faces at the southern border challenges American sovereignty.