Tens of thousands of Latin Americans, most from Mexico and Honduras, were living in the New Orleans area prior to the hurricane.
President Vicente Fox urged Mexicans to seek help from emergency officials during a televised address Friday in both Spanish and English.
He said his government had reached an agreement with U.S. authorities that "those who were not documented at the time will not be subject to any pressure or persecution whatsoever."
Officials had no reports of any Mexican deaths, but 87 citizens were reported missing, said Mexican Foreign Secretary Luis Ernesto Derbez.
Some consular officials worried that illegal migrants may be avoiding authorities to duck questions about their immigration status, exposing themselves to even greater danger.
"We are sending messages that we consider very important so that they can receive the help of authorities without any fear," said Carlos Gonzalez, Mexican consul to Houston, in a radio interview that was broadcast in Mexico City.
Consular officials estimated that about 40,000 Mexicans were living in Louisiana, most in New Orleans. That was second only Honduras, with an estimated 150,000 citizens in the submerged metropolis and surrounding areas.
"We're trying to find out where our citizens are," said Jorge Vitanza, vice consul of Honduras in New Orleans.
The consulate estimated that 40,000 Hondurans may have been forced from their homes by Katrina, but it had no reports of deaths.