An American woman named Bobbie McDowe witnessed the shooting while walking across the Paso del Norte Bridge.
She said she had stopped to look down and saw a group of young men trying to cross the border.
Border Patrol agents arrived and detained two men, but the others scampered back into Mexico, she said.
McDow, a U.S. citizen, said she saw one young man make a throwing motion before the agent opened fire.
"At first, I didn't think anyone was hit. I thought he had missed," she said.
"As I was looking down there, I saw something lying by the Black Bridge, then I realized the body was not moving and I got very upset."
McDow said she called 911 in El Paso and has since spoken with the FBI.
She said the man who made the throwing motion was not the one who was shot.
She said the man who was shot was on the Mexican side of the border.
"Where he was clearly on the Mexican side when he got shot," she said.