The US Customs and Border Protection agency informed the Congress on Tuesday that four people were arrested at America's southern border on 1 October last year whose names match the FBI's Terrorist Screening Database or watch list, Axios news site reported.
Axios quoted a congressional aide briefed on the correspondence as saying that three of the detainees were from Yemen and the other was from Serbia.
Republican House members who visited the border on Monday claimed that an unspecified number of migrants crossing the border had names matching those on the terror watch list.
However, the Washington Post said there is no indication that any bona fide terrorist has been encountered at any point along the southern border.
According to Axios, the majority of migrants arriving in the US-Mexico border come from Mexico or Central America and were seeking asylum, family reunification or better jobs in America.