Claudia Franco said her government is also calling for a thorough investigation into the tragedy.
Lucia Vega Jimenez, 42, was found hanging in a shower stall in a holding cell at Vancouver's airport on Dec. 20, and died in hospital a week later.
During an interview, Franco said her government was informed of the suicide attempt the same day, one day before Vega Jimenez was to be deported from Canada.
"Any death concerning a Mexican national is a big issue," said Franco. "Protection services are constant, and of course our full attention is to any case involving Mexican nationals. This is one of those cases."
Franco said she has formally asked the border agency for information on the circumstances of the death, and the consulate has contacted the BC Coroners Service.
"We are quite angry about what happened. We expect the authorities to conduct an impartial investigation."
She said the Mexican government will be following the case very closely and hopes to have the results as soon as possible.
"I think these were very unfortunate events," she said. "Our first concern is with the family, of course, and we hope that the facts surrounding her attempted suicide will be cleared as soon as possible."
Roslyn MacVicar, regional director general for the border-services agency, issued a statement Friday, offering her deepest condolences to the family.
"As the BC Coroners Service investigation is ongoing, I am not in a position to provide specific details of the incident," she added.
"I can tell you that the CBSA continues to co-operate and provide information to the BC Coroners Service. The agency fully complied with the RCMP’s investigation which has since been closed."
She also said that allegations that the agency attempted to conceal information are false.
MacVicar said the agency alerted first responders and the RCMP immediately, and notified other independent organizations including the consulate in Vancouver.
She said the agency never requested a confidentiality agreement from the family.
MacVicar also provided details of the detention centre.
"The British Columbia Immigration Holding Centre is a small CBSA facility, located inside the Vancouver International Airport," she said. "The centre can accommodate up to 24 low-risk detainees for a maximum period of 72 hours. Our facilities are regularly monitored by independent organizations."
She said people in custody at the agency's immigration holding centres or in corrections facilities are provided with access to legal counsel, medical personnel, interpreters and telephones.
Vega Jimenez was taken into custody at Vancouver International Airport last month, but news of her death only surfaced in the media earlier this week.
Pierre Fortin, national president of Customs and Immigration Union, said during an interview earlier this week, that while Vega Jimenez was in the custody of CBSA, she was detained by a sub-contracted security company.
Coroner Barb McLintock also said Vega Jimenez was in custody at "a different facility" before being taken to the holding area at Vancouver International Airport.
Vega Jimenez was a migrant who had been working at a Vancouver hotel when she was arrested last month over an unpaid transit ticket, said the group No One is Illegal.
She was transferred to jail and then sent to the CBSA holding cells to await deportation.
The BC Civil Liberties Association and No One Is Illegal are calling for an independent civilian inquiry.
White sage burned and candles flickered during a moment of silence for Vega Jimenez in downtown Vancouver and outside the border services agency office Friday evening.
Dozens of people gathered for the event, with more well-wishers joining the ranks as the evening progressed.
Some held placards with messages like "No One is Illegal. Canada is Illegal," and "Fight 4 Migrant Justice."
"We are here to honour the life of Lucia and to also call for an immediate, full and transparent inquest and investigation into the death," said Harsha Walia of No One is Illegal, before the vigil.
"There's a lot of questions that remain unanswered."
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