According to Fox News, the US border guards used pepper after migrants started throwing objects such as stones at them.
Border guards have previously set up one of the checkpoints at the Mexico border in San Diego, California.
On November 24, US President Donald Trump announced that the administration would close border checkpoints if necessary to fight illegal immigrants.
Some clips posted on the Internet on November 25 showed a large group of Chinese-American migrants crossing the border in Tijuana after the US closed the checkpoint.