"It's very difficult for me to discuss this and think about this because, it's a very sad situation. Obviously the Mexicans have contributed a lot to this country. I'm saddened," he said poker-faced.
"It's a political situation affecting the dreams of so many people. Struggling and fighting against politics is much more difficult than fighting in the ring ... I have my spirit with those people that are struggling in this situation and my message is don't give up."
The comments of Alvarez were reiterated by his promoter, Oscar De La Hoya, who holds dual US-Mexican citizenship. De La Hoya won gold for the US at the 1992 Barcelona Olympic Games, before becoming a six-weight world champion.
"If Trump wants to come and enjoy a great fight among his own people on Mexican Independence weekend, he should make himself available and support what America is all about: diversity and unity," he said.
"These two boxers are fighting for more than a win, more than just a belt, they are fighting for what is right. A lot of 'Dreamers' are going to be witnessing this fight. Trump is dividing not only families, but people's dreams."
Eric Gomez, president of Golden Boy Promotions, added: "This country is made up of immigrants and that is what the American dream is all about. We will overcome this period and the administration will change it. Look what we have here - two foreigners, fighting in Las Vegas, in one of the biggest sporting events of the year, generating huge income."
Already a huge star in Mexico, Alvarez will draw more than 50 million viewers on terrestrial television back home, and pay-per-view buys in the US are trending towards 1.5 million for a widely-debated battle with Kazakhstan's Golovkin, who possesses terrifying power in both hands.
"Without doubt, it's a huge event in my career and a legacy fight and very important fight for me and him," said the fighter known as 'Cinnamon', 'Canelo' in Spanish.
"This is something we have been preparing for in my career for a long time. We've worked very hard to get to this stage and have a fight which has generated such great interest. I'm hoping Gennady brings out the very best in me. That's what will get the fans riled up and get them excited. This is a great fight for fans of boxing."
The destructive power of 35-year-old Golovkin has seen him reduce 33 of his 37 victims to ruin in the ring by stoppage.
Canelo knows the key will be his own skilfulness in avoiding the ruthless hands of the man from Karagandy, and inflicting his own game plan with his body shots and combination punching. Both are all-action fighters, which makes the contest a thrilling prospect.
"We know he has power, so it is not just early in the fight that I need to be careful of the dangers," said the youngest of seven brothers from Guadalajara who all fought professionally.
"You know, it's not just those first couple of rounds that we have to be aware of his power; you have to be aware of it every single round. And that's kind of the game plan: being aware the entire 12 rounds as they unfold."
De La Hoya, quick to point out the lack of trash-talking between the two men, which has been a hallmark of the fight for which the 20,000 seats at the T-Mobile Arena sold out inside two weeks, said: "This is for supremacy, two of the top pound for pound fighters on the planet. This event needs no hype whatsoever. They are at the peak of their careers, Canelo has power, speed, footwork. Triple G is an undefeated champion, with great power.
"It's hard to remember when we have witnessed this type of match up. It's a throwback, back to [Marvin] Hagler, to [Thomas] Hearns. We are still talking about that event. I hope our kids will talk about GGG v Canelo 20 years from now. That's the kind of fight we have on our hands," he said, adding that some of the proceeds from the contest will go towards helping the victims of the devastating hurricanes that hit Texas and Florida.
The only defeat in Canelo's 51-fight career was against Floyd Mayweather jnr four years ago.
"This is a fight the people have waited for a long time, and I think it's of the same calibre and quality. But I have more experience now, I'm more complete as a fighter, more confident in the ring," said Alvarez. "Golovkin has the style to force the best out of you. He's the most dangerous fighter I've faced. He comes out looking to end his opponents early. But he will have to take my punches, too. This will be a brutal, vicious fight, and I'm ready."
Prepare for a classic.