Mexico's Foreign Affairs Ministry on Saturday said it was "deeply concerned" by the potential for abuse by anti-migrant militias patrolling the US border.

The intimidation tactics used by the militias in the state of New Mexico could "trample the human rights of people who migrate or apply for asylum," the ministry said.

"The Mexican government expresses its deep concern given the intimidation and extortion measures against migrants by militia groups at the New Mexico border," the ministry added.

On Friday, the US media outlets reported that a militia group detained some 300 undocumented migrants who crossed into the United States near Sunland Park, New Mexico.

Members of the group, which calls itself United Constitutional Patriots, wear military-style camouflage uniforms and some carry weapons as they patrol the border areas for migrants crossing illegally.

The group's Facebook page recruits volunteers and purports to be collaborating with the official border patrol agency.

However, New Mexico's Gov. Michelle Lujan Grisham said on Friday that "regular citizens have no authority to arrest or detain anyone."

Mexico's ministry said allowing private citizens to carry out border patrol duties outside the legal framework of the federal government "represents a risk to the safety" of migrants.

Caravans of Central American migrants heading to the United States in search of work have increased since late last year, fueling US President Donald Trump's campaign to build a wall along the US-Mexico border.