In his presidential announcement speech last year, he described some Mexican immigrants as "criminals and rapists."
The authorities are bringing down the building in the historical Condesa neighborhood.
A report by the governmental commission said that of 130 state prisons inspected, 95 lack adequate guards and staff and 104 fail to adequately separate convicted inmates from people facing trial.
Criminals made up a large percentage of the "self-defense" vigilante movement that sprang up nearly three years ago to challenge a local drug cartel.
English05/07/2015
Bodies found in Zamora, Michoacán
The bodies have not been identified and were taken to the morgue.
Two vehicles, five assault rifles, and chargers were seized in Matamoros, Tamaulipas.
The real estate mogul added that he would build "a great great wall on our southern border" and "make Mexico pay for that wall."