Mexican President Felipe Calderon said Tuesday he "deeply regrets" the shooting attack on a U.S. Embassy vehicle by federal police last week, and promised a "thorough investigation with all rigor and severity."

Calderon said that "whether the shooting was due to negligence, or complicity, or a lack of training, or a lack of trustworthiness, these events are unacceptable."

"We cannot allow these things to happen," Calderon told an anti-crime conference in Mexico City attended by U.S. Ambassador Anthony Wayne. He thanked the U.S. government for the assistance it has given Mexico in fighting drug cartels.

Two U.S. Embassy personnel suffered non-life-threatening injuries on Friday when federal police opened fire on their bullet-proof sport utility vehicle on a rural road just south of Mexico City. A Navy captain was also aboard the vehicle, but was not injured. The two Americans were on their way to a Navy training course in the mountains south of Mexico City, when four vehicles, all apparently carrying federal police, began chasing them and opened fire.

Prosecutors are holding 12 federal agents under house arrest pending possible charges of abuse of authority.

On Tuesday, the Mexican Navy issued a statement saying the Navy captain was not driving the SUV, and was only serving as a translator for the Americans, one of who was driving while the other rode in the front passenger seat.

The Navy also said the Americans were just visiting the Navy training course. Some local press had said they were giving the course.

The Navy also said that the bullets fired at the vehicle managed to penetrate its bullet-resistant panels and windows, injuring the Americans.

Photos from the scene of the shooting showed bullet holes closely clustered around the passenger and driver's side windows, suggesting the fire was aimed at the driver and passenger.