Mexican President Claudia Sheinbaum has ordered an investigation into the role played by two US officials in a counter-narcotics operation in the northern state of Chihuahua.

The two died alongside two Mexican officials when their car crashed on their way back from an operation to destroy illegal drug labs, Chihuahua officials said.

Sheinbaum said that neither she nor senior members of the federal security team had been informed about any joint US-Mexican operations.

The Mexican leader has been adamant that foreign officials can only operate on Mexican soil if given prior clearance at the federal level.

Sheinbaum has come under pressure from her US counterpart, Donald Trump, to do more to stem the flow of drugs from Mexico to the United States but she has insisted that Mexico's "sovereignty" cannot be breached.