Speaking as she arrived in Mexico, she said America's appetite for drugs and its inability to stop arms crossing the border were helping fuel the violence.
Her two-day visit comes a day after the Obama administration announced new measures to boost border security.
Some 8,000 people have died in drug-related violence in Mexico over the past two years.
On Tuesday, the White House unveiled a $700m (£475m) strategy that includes boosting security on the border, moves to stem the flow of illegal guns and drug profits from the US into Mexico, and steps to cut domestic drug consumption.
Speaking to reporters accompanying her to Mexico City, Mrs Clinton said: "Our insatiable demand for illegal drugs fuels the drug trade.
"Our inability to prevent weapons from being illegally smuggled across the border to arm these criminals causes the deaths of police officers, soldiers and civilians.
"I feel very strongly we have a co-responsibility."
http://news.bbc.co.uk/2/hi/americas/7963292.stm_________________
Do you agree with Secretary Clinton's statement? And if so, what is the US to do about it?
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Third World/The United States of Mexico Study Guide
Presidente Fox/President Bush on boarder policy
WTO/NAFTA effects on Mexico
Mexican independence
Constitution of 1917 -- similarities & differences with US Constitution
President and Generals of Mexico till mid-20th century
Mexican legislature -- format and characteristics
Political Parties -- PAN,PRI,PRD place on political spectrum
Sexenio presidency
Federal Election Commission
Political Efficacy in Mexico
Technicos
Politicos
Mestizos
patron-client relations
corruption
corporatist structure
Para-statal sector
PEMEX
Mexico's policy of structural adjustment under Fox/Calderon
Economy/Immigration as a poltical issue
Narco War as a political issue...legitimacy of the state
Mexican trade with U.S./U.S. trade with Mexico
Mexican civil service
Mexican political culture
Mexico by comparitive economic sectors
Camarillas
Political cleavages in Mexico
Judicial Review in Mexico?
Mexicans living in the U.S. and the effects on both countries
Presidente Calderon on private investment of state oil/electricity