Family and friends gathered in a small Mexican town on Friday to mourn and demand justice for a 38-year-old father of two who was killed by an immigration agent during an arrest attempt in a Chicago suburb earlier this month.

Silverio Villegas Gonzalez left Irimbo, in Mexico's Michoacan state, for the United States 18 years ago. He returned on Thursday in a coffin after he was shot dead by a US Immigration and Customs Enforcement agent on September 12.

On Friday afternoon, a sombre procession followed his coffin to a funeral mass.

"We are in a lot of pain," Villegas' older brother Jorge Villegas said through tears.

"At least my brother is here now. We can finally give him a Christian burial."

Villegas' killing, just after dropping off his two children at a nearby elementary school and daycare, has inflamed tensions over US President Donald Trump's aggressive immigration crackdown and highlighted the increasingly violent tactics of immigration agents.

"He was a good father. He didn't deserve what happened to him," brother Jorge said.

The US Department of Homeland Security said an agent fired his weapon at Villegas in self-defence after the man drove his vehicle toward agents. But bodycam footage show a more complex version of events.

Both Illinois Governor JB Pritzker and Mexican President Claudia Sheinbaum have called for further investigations into the ICE agents' tactics.

"I truly hope that justice will be served. The way he was killed, the way things happened, cannot go unpunished," Jorge said.

Blanca Avila, who went to school with Villegas, said she remembers him as a humble man and a good classmate, and that his death has stirred fears for her siblings living in the US.

"They go out to work with the fear that immigration will arrive and do something to them, just like what happened to our classmate," Avila said.

"We are humble and very hard working people, just like Silverio was." (Reuters)