Gunmen shot dead a US customs agent and wounded another as they drove along Mexico's main north-south highway to Monterrey on official business.
US authorities condemned the attack, which came just over two weeks after US homeland security secretary Janet Napolitano warned Mexico's powerful drug cartels not to take their violent tactics across the border.
US officials did not say why the two Immigration and Customs Enforcement (ICE) agents were going to Monterrey.
"Any act of violence against our ICE personnel ... is an attack against all those who serve our nation and put their lives at risk for our safety," Ms Napolitano said in a statement.
The shooting occurred in mid-afternoon south of the city of San Luis Potosi, which is roughly half way between Mexico City and Monterrey, the country's business capital where drug-related violence has soared in recent months.
Television footage showed a blue sports utility vehicle with several large bullet holes lying in the median of the highway, which was guarded by heavily armed Mexican federal police.
More than 15,000 deaths were blamed on drug violence in Mexico last year but, despite growing domestic criticism of president Felipe Calderon's army-led strategy, the government has vowed to press on with its campaign to crush the cartels.
The violence has alarmed Washington, which worries the fighting could spill over the border. It has also prompted some companies to reconsider plans to invest in Mexico.
The United States has provided funds and training to help Mexico in its fight with the cartels and intelligence from US law enforcement sources is credited with helping Mexico kill and capture several cartel leaders in recent years.
Attacks on Mexican police by drug gangs are common but US government employees are rarely targeted despite Washington's strong support of Mr Calderon.
The city of San Luis Potosi, the state capital and home to a federal police academy, has not experienced many drug-related killings, but gangs have been moving in to use it as a base for trafficking operations to the north.
Guadalajara, and other Mexican cities once far from the front lines of the drug war, have seen a recent spike in killings.
"What we would hope is that there would be an incredibly strong response from the US government ... Otherwise we could have a situation where its open season on US federal agents at the border," said Steven Camarota of the Centre for Immigration Studies in Washington.
The US agents were the first shot in the line of duty in Mexico, according to ICE.
Undercover Drug Enforcement Administration agent Enrique Camarena was kidnapped, tortured and murdered while on assignment in Mexico in 1985.
More recently, two US citizens and a Mexican linked to staff at the US consulate in Ciudad Juarez were killed in March last year, prompting the State Department to tighten security at its diplomatic missions in northern Mexico.
Reuters