U.S. Consulate spokesman Joseph L. Crook said U.S. authorities are in contact with Mexican officials investigating the killings early Monday at one of the world's busiest international ports of entry.
He gave no further details.
More than 34,000 people have been killed in Mexico's drug war but shootings at international crossings into the United States are extremely rare.
Prosecutors in Baja California state quoted witnesses as saying a gunman approached the line of vehicles waiting at the San Ysidro border crossing and fired into the men's pickup truck, hitting the victims in the head, arms and body. Both victims were dead by the time authorities arrived.
The men's employer, Matt Pelot of San Diego-based West Coast Beverage Maintenance, said Kevin Romero, 28, and Sergio Salcido, 25, were good friends who had worked for him for more than a year.
He said Romero's sister called him Monday morning to tell him they had been killed.
"She just said I just wanted to let you know that Sergio and Kevin were shot and killed this morning at the border, and obviously I was taken back," he said. "I was in shock, and I'm still in shock. These were good guys. Obviously no one deserves to die like this, but these were good guys."
The men were crossing around 2:40 a.m. as they usually did to beat the long lines that form later in the morning when thousands cross to go to work or school on the U.S. side, Pelot said.
Romero's parents live near the border and the men would go there to sleep before heading in to work. The men maintained draft beer systems at restaurants and bars in the San Diego area and were always eager to work overtime, Pelot said.
Pelot said Romero was a family man who was trying to adopt his Mexican girlfriend's son and move them to the United States someday. Salcido, he said, was into the martial arts and was training for an upcoming fight in Tijuana.
"Kevin Romero didn't even drink beer," Pelot said. "These guys weren't dealing drugs that's for sure
Associated Press writer Julie Watson reported from San Diego.