Mexican President Enrique Pena Nieto scolded President Trump in a new video Thursday for taking a “threatening” attitude toward his country, and praised the Mexican Senate for condemning Mr. Trump’s comments this week about immigration.

Mr. Pena Nieto said Mexico stands ready to engage with the U.S. “in a constructive spirit,” but also suggested Mr. Trump is hurting the relationship by catering to forces in American politics. His statement came a day after Mr. Trump signed an order deploying the National Guard to the U.S.-Mexico border.

“If your recent statements are the result of frustration due to domestic policy issues, to your laws or to your Congress, it is to them that you should turn to, not to Mexicans,” Mr. Pena Nieto said in Spanish, which was translated by the Mexican government

“We will not allow negative rhetoric to define our actions. We will only act in the best interest of Mexicans,” the Mexican leader said.

Mr. Trump this week harshly criticized Mexican officials after a caravan of perhaps 1,500 illegal immigrants jumped Mexico’s southern border and began a journey to the U.S., where some planned to sneak in, and others planned to demand asylum. Video from Mexico’s southern border seemed to show that country’s border guards deserting their posts to allow the caravan entry.

After Mr. Trump’s criticism, Mexico scrambled to gain a handle on the caravan. The government said it deported some 400 people and would offer refugee status to others.

Mr. Trump claimed credit for having “broken up” the caravan.

But that didn’t sit well with some Mexican political forces. The candidates seeking to replace Mr. Pena Nieto as president all condemned Mr. Trump, and blasted his comments on immigration this week, as well as his decision to deploy the National Guard.

One of those candidates said Mexico should restrict its cooperation with the U.S. on anti-terrorism efforts until the troops are withdrawn. Mexico has long made use of its own military on its borders — and incursions by the Mexican military into the U.S. have sparked international incidents.

Mr. Pena Nieto didn’t embrace calls to limit cooperation, but did praise all of the Mexican presidential candidates for speaking out against Mr. Trump.

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