President Enrique Pena Nieto said 14 Mexicans were among those involved in Sunday's "grave incident" in the Western Desert.
Egyptian authorities said security forces mistakenly killed 12 people and wounded 10 others when they struck their convoy while chasing jihadists, but they have not given details about the weaponry used or the breakdown of victims.
Mexico's ambassador to Egypt said six Mexicans were still unaccounted for while a woman and a man were confirmed dead. The wounded included five women and a man who are stable.
"Mexico has demanded from the Egyptian government an exhaustive, deep and swift investigation into what happened," he said at a military event in Mexico City.
Egypt vowed to form an investigative committee that will be headed by Prime Minister Ibrahim Mahlab.
Six Mexican survivors told the Mexican ambassador that they had stopped for a meal when they "suffered an aerial attack with bombs launched by a plane and helicopters," Foreign Minister Claudia Ruiz Massieu told a news conference.
The group had arrived in Cairo on September 11 and left two days later on their way to the Bahariya oasis, Ruiz Massieu said.
They were near the oasis when they came under fire, she said. The Egyptian travel agency Windows of Egypt informed the Mexican ambassador about the attack.
Her ministry delivered a diplomatic note to the Egyptian ambassador in which the Mexican government expressed its "deep dismay over these deplorable events" and demanded an investigation.
Egyptian authorities said the tourists were in an area that was "off-limits" but did not provide an exact location.
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