A mother protecting her infant son was among the 20 people killed when a gunman opened fire in a crowded El Paso shopping area, her sister has said.

Key points: Jordan and Andre Anchondo were killed in the El Paso shooting while shopping for school supplies

Jordan and Andre Anchondo were killed in the El Paso shooting while shopping for school supplies Ms Anchondo's sister said her two-month-old nephew was being treated for broken bones — the result of his mother's fall

Ms Anchondo's sister said her two-month-old nephew was being treated for broken bones — the result of his mother's fall Mexico's President has revealed that three Mexicans were among those killed in the attack

Leta Jamrowski, 19, of El Paso, learned Saturday afternoon (local time) that her sister, Jordan Anchondo, 25, had been shot and killed at Walmart while shopping for back-to-school supplies earlier in the day.

Ms Jamrowski spoke as she paced across a waiting room at the University Medical Centre of El Paso, where her two-month-old nephew was being treated for broken bones — the result of his mother's fall.

"From the baby's injuries, they said that more than likely my sister was trying to shield him," she said.

"So when she got shot she was holding him and she fell on him, so that's why he broke some of his bones. So he pretty much lived because she gave her life."

Leta Jamrowski said her sister and brother-in-law had been shopping for school supplies when they were killed. ( AP: John Locher )

Ms Anchondo was a mother of three children.

Ms Jamrowski spent the night desperately awaiting word of whether her brother-in-law, Andre Anchondo, had survived the attack that also wounded more than two dozen.

But CNN reported on Monday morning that Mr Anchondo had also been killed in the shooting.

Andre Anchondo was also killed in the shooting at the crowded shopping centre. ( Supplied: Facebook )

In the hospital lobby, Mexican consular officials tracked the wounded and missing.

El Paso, a city of about 680,000 residents, is in West Texas and sits across the border from Ciudad Juarez, Mexico, in the state of Chihuahua.

Mexico President Andres Manuel Lopez Obrador said three Mexicans were killed in the shooting.

He tweeted on Saturday that he sent "condolences to the families of the victims, both American and Mexican".

Mexican Foreign Relations Secretary Marcelo Ebrard said six Mexicans also were wounded in the shooting, including 45-year-old Mario de Alba Montes, 44-year-old Olivia Mariscal Rodriguez and 10-year-old Erika de Alba Mariscal.

Mr Ebrard said the man and woman were from Chihuahua.

He said the other three wounded Mexicans, whose names were not given, were two men and a woman from Torreon, in Coahuila state, and Ciudad Juarez.

Space to play or pause, M to mute, left and right arrows to seek, up and down arrows for volume. Watch Duration: 49 seconds 49 s Many of those caught up in the Texas shooting were buying back-to-school supplies

Beto O'Rourke, a Democratic presidential candidate and an El Paso native, held a news conference on a street corner opposite the hospital as the sun set, recounting his visit with wounded victims, including a woman who had a bullet pass through her lungs.

"I told them that I am so amazed at how strong they are," the former US congressman said.

A mourner breaks down at the scene of the shooting in El Paso. ( ABC News: Niall Lenihan )

AP