Mexican President Felipe Calderon has called for the United States to share responsibility in the battle against drug traffickers in the two countries.
His comments came on a one-day visit to the border city of Ciudad Juarez, where three people connected to the US consulate were killed on Saturday.
Hundreds of demonstrators greeted Mr Calderon demanding the withdrawal of Mexican troops from the town.
Meanwhile, Texas has increased border patrols in the wake of the violence.
"The violence is a problem for both nations, one that has its origin in the consumption of drugs in the US and the criminality associated with trafficking," Mr Calderon said during his visit.
"It is crucial that the fight against organised crime be tackled with a shared responsibility by the United States and Mexico, each on its own territory... but with close co-operation in information, intelligence and public policy."
Mr Calderon, who was accompanied by the US ambassador to Mexico, Carlos Pascual, was making his third visit this year to Ciudad Juarez, which has earned a reputation as one of the most violent cities in the world.
The city, just over the border from El Paso in Texas, is at the centre of the battle between Mexican drug gangs over trafficking routes to the US. More than 2,600 people were murdered there in drug-related violence last year alone.
Lesley Enriquez - a US citizen working at the Juarez consulate - her American husband, Arthur Redelfs, and Jorge Alberto Salcido, the Mexican husband of another consular employee, were shot dead in two separate incidents last weekend.
The motives for the killings remain unclear.
Protesters frustrated with unrelenting attacks of violence held up signs reading "government assassins" and accused President Calderon of living "on another planet", Reuters reported.
"Calderon has no idea what he is talking about," said activist Susana Molina.
The protesters have accused Mr Calderon of provoking more violence between rival drug gangs by bringing in the army to try to crack down on the problem.
Mr Calderon, who announced further social programmes for Juarez, insisted his strategy was working.
Meanwhile, the governor of the US state of Texas, Rick Perry, said he had increased the police presence along the border with Mexico.
"With the safety of Texans on the line, we can't afford to wait," Mr Perry was quoted as saying by the AFP agency.
American federal agents are helping to investigate the most recent killings.
Drug-related violence has left some 18,000 people dead in Mexico since 2006.