A fire department official says there is no damage to the embassy apart from the access gate.
The causes of the crash and the registration information for the aircraft are not immediately available.
A surge of asylum seekers from El Salvador, Guatemala and Honduras have sought to enter the United States across the southern border in recent days.
Caravans from Central America have inflamed the debate over US immigration policy, with US President Donald Trump using the migrants to try secure backing for his plan to build a border wall on the frontier with Mexico.
The small Central American nation looks to follow US President Donald Trump's much-criticised move.
Every day, about 5,000 Venezuelans leave home in one of the biggest exodus of people in modern South American history.
The girl died of 'dehydration and shock'.
US President Donald Trump has taken a hardline stance against the migrants, who have made their way north from violent and impoverished Central American countries.
Around 6,000 migrants who have trekked across Mexico in a caravan in recent weeks are now crammed into the field.
Experts say Tijuana's shelters have limited capacity to host such a large group of migrants.
The US president says a group of several thousand migrants walking through Mexico towards the US border has thrown rocks 'viciously and violently' at Mexican police.
Trump has characterised the migrants as an 'invasion' and falsely stated they harbour terrorists and are financed in part by Democrats.
Trump has been campaigning intensively for weeks, frequently hammering on the migrant caravan issue and stoking anti-immigrant concerns among voters.
Hondurans are fleeing poverty and gang violence in their homeland.
Seven out of every 10 people live below the poverty line while the murder rate is 43 per 100,000 citizens.
Presiden AS berkata, bantuan kewangan bagi Guatemala, Honduras dan El Salvador dikurangkan kerana gagal menghalang rakyat mereka memasuki AS secara haram.
The migrants have defied threats by US President Donald Trump that he will close the US-Mexico border if the caravan advances, as well as warnings from the Mexican government that they risk deportation if they cannot justify seeking asylum in Mexico.
Presiden AS itu meminta Mexico menghalang ribuan PATI dari Honduras yang dalam perjalanan ke sempadan AS melalui Amerika Tengah.
Several thousand Honduran migrants moved this week through Guatemala, and some were trying to cross to Mexico.
More than 1,900 children have been reunited with their families, or seen their cases resolved, but hundreds remain separated, including the children of more than 400 parents no longer in the US.
A survey by aid agency Oxfam, interviewed 4,731 men and women aged 15 to 25 in Bolivia, Cuba, Colombia, El Salvador, Guatemala, Honduras, Nicaragua and the Dominican Republic, showed violence against women is seen as normal.
A total of 313 Honduran children separated from their parents as a result of the United States' "zero tolerance".
Lawyers working to bring families back together said they were struggling through a labyrinthine process -- while more migrants continue to arrive.
The protest had been backed by Honduras' opposition.
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