A joint police and military operation on Sunday "chasing terrorist elements" in Al Wahat "mistakenly" targeted four pick-up trucks carrying Mexican tourists, the interior ministry said in a statement.
According to reports, tourists travelling in four vehicles entered a restricted zone in Al Wahat in Western Desert. The vast Al Wahat district has become a hideout for armed groups.
The Mexican government sought a thorough investigation into the incident.
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Mexican president Enrique Pena Nieto took Twitter to express his grief and condemnation about the incident
He said that he is adding to the diplomatic personnel in Egypt to attend to the people who have been injured.
Egypt has been battling Islamist militants for years.