I told him 'no President Trump, our territory is inviolable, our sovereignty is not for sale', says Sheinbaum during a public appearance.
The President claims, however, that she offered an extended cooperation through a greater exchange of information.
Trump has repeatedly raised the issue of drug trafficking across the border and pressured Mexico to crack down on the cartels.
Sheinbaum's statement comes after Trump has repeatedly expressed threats to annex the Panama Canal, Greenland, and Canada. He has also said on several occasions that the US will "take over" and relocate Palestinians, transforming the war-torn area into the "Middle East's Riviera".
Trump's statements have been met with sharp criticism.