President Trump will sign an executive order to start work on building a wall all along the US-Mexico border.
Seven of the bodies found in the picturesque resort had been decapitated, said police.
Meetings set with Mexican President Enrique Peña Nieto and Canadian Prime Minister Justin Trudeau.
He faces money laundering, drug trafficking, kidnapping and murder charges in various US cities.
Guzman was recaptured in 2016 after six months on the run.
Baldenegro was known for his fight against illegal logging in the country's Sierra Madre mountain region.
The corpses of four other men were also found in nearby Chilapa, bringing the death toll to 10.
At least five people feared dead with 15 others injured in the attack.
Enrique Pena Nieto says his country will not accept anything that goes 'against our dignity'.
Remarks contrast with Trump's description of Mexicans as "rapists" on the campaign trail.
"Mexico will pay for the wall," says president-elect, as he works to secure funding from Congress.
A harrowing video shows the Mexican twins crying while being held by a doctor in Chihuahua, Mexico.
Six people have died in clashes with the police and 1,500 people were detained for looting shops in the past week.
The Mexican government hiked the price of gasoline by 14 to 20 per cent on 1 January, sparking outrage among civilians throughout the country.
The icon, referred to as The Black Nazarene, is thought to have healing powers.
The post also took aim at the media, which Trump claims continues to treat him unfairly.
The victim has been identified as 31-year-old Christopher Ashcraft.
A $20,000 reward has been offered for information leading to the shooter's identification.
This comes just days after the US president-elect attacked General Motors for importing cars from Mexico.
Could the President-elect use a 2006 law to fund it via the government's annual spending package?
Ford said its new generation of electric cars will be built in the US following criticism from US President-elect Donald Trump.
Bloodshed continued along the once-popular beach tourist area.