US border police fire tear gas at members of a Central American migrant caravan in Tijuana on November 25.

The group approached the US border, with the officials dispersing its members with tear gas. They alleged the group posed a risk.

"Border Patrol agents deployed tear gas to dispel the group because of the risk to agents' safety," US Customs and Border Protection wrote on Twitter.

Tijuana police arrested 39 people over the course of the day, according to Mexico's Interior Ministry on Facebook.