The shootout occurred on the border of the United States and Mexico, according to Fox News channel.
According to the TV channel, border guards in Texas were allegedly shot by a drug cartel member while a group of illegal immigrants were trying to swim across the border river.
The patrol returned fire, the migrants failed to get into the country, no one was injured as a result of the shooting, the report said.
Earlier, US President Donald Trump promised to stop the flow of illegal immigrants into the country, which became a record under the last administration. Servicemen have been instructed to move forward to help the border guard service.