A 25-year-old woman who was shot while shielding her two-month-old son was among the 20 people killed when a gunman opened fire in a crowded El Paso shopping centre, her sister has said.

Leta Jamrowski, 19, of El Paso, learned on Saturday afternoon that her sister Jordan Anchondo had been shot to death at Walmart while shopping for back-to-school supplies earlier in the day.

READ MORE: El Paso shooting: 20 dead and more than two dozen injured

Ms Jamrowski spoke as she paced a waiting room at the University Medical Centre of El Paso, where her two-month-old nephew was being treated for broken bones as the result of his mother's fall.

"From the baby's injuries, they said that more than likely my sister was trying to shield him," she said.

"So when she got shot she was holding him and she fell on him so that's why he broke some of his bones. So he pretty much lived because she gave her life."

Ms Anchondo was the mother of three children.

Ms Jamrowski spent the night desperately awaiting word of whether her brother-in-law, Andre Anchondo, had survived the attack that also wounded more than two dozen.

"They said that if he were alive, more than likely he would have gotten in contact by now," Ms Jamrowski said.

A cousin of Ms Anchondo, Brianna Contreras, to The Arizona Republic, a sister paper of The Herald, that Mr Anchondo was still missing.

The family and local police warned at least one fake GoFundMe accoount had been set up.

READ MORE: Tweets in name of suspected El Paso shooter backed Donald Trump

Another sister paper of The Herald, The El Paso Times named as 67-year-old Arturo Benavides as a victim. Mr Benavides had beem at the self-service check-out when he was killed. His wife, Patty, had gone to the toilet.

In the hospital lobby, Mexican consular officials tracked the wounded and missing.

El Paso, which has about 680,000 residents, sits across the border from Ciudad Juarez in Chihuahua, Mexico.

The Herald:

El Paso's hospital, by The El Paso Times

In a series of tweets, Mexico's Foreign Minister Marcelo Ebrard said six other Mexican nationals were injured in El Paso.

He made no mention of fatalities, but a spokeswoman for the President's Office confirmed three people had been killed.

Among the injured, Ebrard identified a family of three, a couple with their 10-year-old daughter from Chihuahua state.

Mario de Alba Montes, 45, was shot in the back. Olivia Mariscal Rodriguez, 45, was injured in her chest and hand, and Erika de Alba Mariscal, 10, was hospitalized with injuries to her leg.

Two other men and a woman from Juarez and the northern Mexican city of Torreon were also hospitalized, he said. No additional information about the extent of their injuries or their names were provided.

It is possible, Ebrard said, there were more Mexican nationals injured in the shooting.

"We are trying to locate other people that have been referred to us via telephone and who were on site," he said in a tweet. "As soon as we have official confirmation about where they are and their state of health, we'll also announce it."

Outside Cielo Vista Mall, several people phoned home to Juarez following the shooting to let their relatives know they were okay, according to The El Paso Times. 

The Herald: Andres Manuel Lopez Obrador has swept to victory in the presidential election

Andrés Lopez Obrador

In his video, President Lopez Obrador said he was surprised to hear of something like this happening in El Paso. 

"El Paso is among the most calm cities in the U.S., with the least amounts of criminal activity," he said. "That's why this seems odd. I see it as something strange."

READ MORE: Dayton shooting: Nine dead in second US mass shooting hours after 20 killed in El Paso

Beto O'Rourke, a Democratic presidential candidate and an El Paso native, held a news conference on a street corner opposite the hospital as the sun set, recounting his visit with wounded victims, including a woman who had a bullet pass through her lungs.

"I told them that I am so amazed at how strong they are," the former US congressman said.

Ryan Mielke, a spokesman for University Medical Centre of El Paso, said 13 people were brought to the hospital with injuries, including one who died.

Two of the injured were children who were being transferred to El Paso Children's Hospital, he said.

A total of 11 other victims were being treated at Del Sol Medical Centre, hospital spokesman Victor Guerrero said, ranging in age from 35 to 82.