NEW YORK (AFP) - The FBI is investigating an alleged threat against US presidential contender Donald Trump from a Mexican drug kingpin on the run from jail, his campaign said on Monday.

Trump asked the FBI to look into the threatening tweet, written from an account with the same name as fugitive Joaquin "El Chapo" Guzman, although with no confirmed connections to the escaped convict.

"The FBI is fully aware of the situation and is actively investigating this threat against Mr Trump," a Trump campaign spokesman told AFP.

Trump launched a poll-scoring but much maligned bid for the White House last month, with a caustic speech railing against illegal immigrants, and calling Mexicans drug traffickers and rapists.

In a statement on Monday, Trump said: "I'm fighting for the future of our country which is being overrun by criminals. You can't be intimidated. This is too important."

The crude tweet from account @ElChap0Guzman, written in Spanish on Sunday, translates as: "keep fucking around and I'll make you swallow all your fucking words." The owner of the account is not known.

The tycoon joked on Twitter that he had freed Chapo from jail with his statements criticising US-Mexican border security.

"El Chapo and the Mexican drug cartels use the border unimpeded like it was a vacuum cleaner, sucking drugs and death right into the US," he wrote from his verified account to his 3.2 million followers.

El Chapo escaped prison by tunneling under his cell late Saturday after just 17 months behind bars.

The 58-year-old nurtured a Robin Hood image in his northwestern state of Sinaloa while running the most powerful and one of the most ruthless cartels in Mexico.