Rescue workers were checking for survivors at the site in the western part of the capital, Fausto Lugo, head of the city's emergency services, told Mexican television.
Video footage and photos posted on Mexican media earlier showed firefighters and ambulance crews helping to free trapped workers from rubble, which was strewn with concrete slabs.
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Lugo said the collapse occurred when workers were attempting to place a concrete beam in the structure.
Earlier, Raul Esquivel, head of the city's fire services, told Mexican television there were 20 people injured aside from the dead, and some workers were still trapped.
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