The attempted invasion occurred on Thursday, according to the agency.
The river - or "natural barrier" - was so shallow, the surface didn't reach the adults' waists.
According to CBP, it's the first large group from Africa to try to breach the U.S. border via Mexico.
"Large groups present a unique challenge for the men and women of the Del Rio Sector," Chief Raul Ortiz said in a news release.
"This large group from Africa further demonstrates the complexity and severity of the border security and humanitarian crisis at our Southwest border."
"This is the first large group apprehended in the Del Rio Sector and the first large group of people from Africa – including nationals from Angola, Cameroon and Congo – apprehended on the Southwest border this year," according to CBP.
There were 116 in the group, the agency says.