Mexican authorities were conducting a drug interdiction operation when the incident happened early Thursday morning on the Tohono O'odham Indian Nation. The Mexican chopper fired at the agents and then flew back into Mexico.
However, Mexican authorities have denied shooting at agents and say they were under attack during a mission to find smugglers on the border.
Tomás Zerón, the director of the Mexican attorney general's office investigative office, said that Mexican military and federal police who were conducting an operation on a ranch in Altar, Sonora, were shot at by criminals. Mexican authorities never fired any weapons and in fact never crossed into the U.S. side of the border, he said.