There is one small caveat, however. Mexicans don't want to build the wall on the U.S.-Mexico border, but rather, they want to stem the tide of immigration into their own country  by building the wall on their southern border with central America:

One of the largest newspapers along Mexico's border with Texas is calling for a border wall with Central America, similar to the one being promoted by Republican Presidential Candidate Donald J. Trump.

The editorial board of El Mañana, one of the largest newspapers in the border state of Tamaulipas,  penned a piece called "Yes to the Border Wall … but in Mexico's South." The piece praises the idea of border wall, not on the border with Mexico, but on the border with Central America.