Almost three dozen uniformed Mexican soldiers in four military vehicles crossed the Rio Grande into South Texas near McAllen without authorisation.
The incident happened yesterday afternoon on the new Donna-Rio Bravo International Bridge over the Rio Grande, about 15 miles south east of McAllen.
Federal officials were releasing little information on the incident.
However, US Customs and Border Protection spokesman Rick Pauza said the crossing was inadvertent and that no gunfire or injuries were reported.
Mr Pauza said "occasionally these incidents do occur" and CBP has procedures in place for handling them. He said the soldiers were interviewed and all were returned to Mexico.
Mr Pauza declined to comment on what the soldiers were doing when they crossed the border, referring those inquiries to Mexican military officials.