The fence, which closed down the entry point for a moment, was installed just a day after around 400 Tijuana residents waived flags and chanted “Out! Out!” to protest the refugees and migrants who arrived in the border town last week, according to local media.
The US authorities shut down one of two pedestrian bridges on the San Ysidro crossing, with the apparent hope that the barrier would slow any rush from those in the migrant caravan hoping to make their way north.
The point of entry was closed for several hours, adding headaches in the area where 110,000 people cross every day in 40,000 vehicles.
Nearly 3,000 migrants arrived in Tijuana last week, and US authorities say that as many as 10,000 may end up in the border city. The migrants have been on the road for at least a week at this point, and are fleeing violent conditions in their home countries in Central America.
The caravan has been politicized in the United States, where President Donald Trump attempted to capitalise on fear of the migrants during the run up to the 2018 midterm elections.
In the process, Mr Trump has claimed that the caravan includes middle eastern individuals, and that there are violent individuals in the group. Those claims were made without evidence.
Mr Trump has ordered American troops to the US-Mexico border, too, where the US military has been seen installing razor wire barriers that authorities say could help to keep migrants from flooding into the US.
Those troops sent to the border number about 5,800 and the number could increase.