The man, who was in Mexico with his eight-year-old daughter, was shot and killed at a train station on Wednesday by a member of a state police unit, Coahuila state officials said.
The killing was the latest in a series of recent incidents near the U.S.-Mexico border that have prompted activists and migrant shelters to condemn a crackdown on migration.
Mexico’s government is trying to tighten its borders under pressure from U.S. President Donald Trump, who has threatened to impose tariffs on Mexican goods entering the United States if Mexico does not halt a surge in migrants from Central America.
“The killing of a Honduran migrant in Saltillo is very unfortunate,” Lopez Obrador said at his daily news conference.
Coahuila police have recognized their responsibility in the incident, but further checks should be made, he added.
“I have ordered an investigation, because there was a version that maintained that it had to do with migration agents who acted against the migrant,” Lopez Obrador said, without providing details.
The administration would release further information on Friday, he added.
Mexico’s public security ministry and migration institute said in a joint statement on Thursday that neither federal police nor migration officials participated in any operation related to the incident.
The migration institute did not immediately respond to a request for comment following Lopez Obrador’s remarks on Friday.
Coahuila State Attorney General Gerardo Marquez said on Thursday that local police told prosecutors they were investigating four men linked to drug sales and heard gunfire as they chased two suspects towards a train station in Saltillo.
As the two ran towards a group of migrants, police opened fire, apparently killing the migrant, Marquez said.
Investigations were continuing, he added.
Local migrant shelter Casa del Migrante de Saltillo said the victim was a 29-year-old Honduran called Marco.
Human rights groups and migrant advocates have demanded a full investigation into the shooting, saying that Mexican authorities have been heavy-handed and committed abuses in their efforts to reduce the flow of migrants.
Federal police were investigated last month for threatening to raid a migrant shelter near the site of the Saltillo shooting.