Hundreds of Central American migrants staged a boisterous demonstration on the US Mexico border Thursday, screaming for President Donald Trump to let them in as US soldiers and riot police put on a menacing show of force.

The increased tension over the presence of a thousands-strong migrant caravan came as Trump marked Thanksgiving Day by threatening to close the border if he thinks Mexico has lost control of it.

Vehicle and pedestrian traffic at the busy San Ysidro crossing came to a halt for 40 minutes as dozens of US police wearing helmets and holding rifles formed a line facing the Mexican side of the frontier. Separately, riot police rehearsed deployment movements. US Customs and Border Protection called all of this a "large-scale readiness exercise."

American soldiers in khaki-colored uniforms set off rockets that exploded with a pungent-smelling white smoke. Helicopters hovered overhead.(AFP)

•US border control agents stand in formation during a show of force as Central American migrants mass on the other side of the frontier