With just a plastic bag of belongings in his hand, a Mexican man, who was deported from the United States, on Tuesday, reportedly killed himself, jumping off a bridge in view of the US border.

Sinaloa state native, Guadalupe Olivas Valencia, 44, threw himself to his death, authorities said. He had jumped 30 meters (100 feet).

Witnesses said the man was in great distress after being sent back to Mexico for the third time.

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The tragedy comes as US President Donald Trump has pledged to deport millions of undocumented migrants living in the United States.

Trump has called Mexican migrants criminals and pledged to build a massive border wall. (AFP)