Trump said in 2015 when he announced his presidential campaign: "I will build a great, great wall on our southern border, and I will have Mexico pay for that wall".
Pena Nieto, whom Trump called his "friend", said the meeting would "help us continue a very strong dialogue" on NAFTA, while his aides emphasized that they had not discussed the wall.
Nafta negotiations are scheduled to start in August and expectations are the trade treaty will be tweaked rather than ripped up, which may explain Pena Nieto's apparent eagerness to avoid open confrontation.
This month, the US and Mexican governments resolved a long-standing dispute over the sugar trade, while agricultural ministers from the three NAFTA countries met and said there were "relatively few" differences over farm trade to resolve in talks. "If he made that comment, he must have made it very quietly, because I didn't hear it".
During his visit, Kelly also met with Mexican troops fighting the country's powerful drug cartels and took a surveillance flight over opium poppy fields in the restive state of Guerrero.
US-Mexican relations have meanwhile nosedived since Trump entered the White House in January.
Mexico has made it clear that it has no intention of paying for a wall.
On Jan. 27, both Trump and Nieto issued a joint statement agreeing not to discuss the matter in public after they had exchanged a war of words on the proposal that resulted in a cancelled diplomatic meeting.
"And if we don't get it, we will terminate, that is, end NAFTA forever", he said in the video. That is due to happen on or about July 16. The border wall charade is limping forward, even if Congress refuses to fund the effort.
Trump's apparent inability to talk to Pena Nieto without offending Mexico, and the Mexican president's apparent unwillingness to push back, have infuriated many Mexicans.
"We didn't touch on that subject in our conversation, which lasted about half an hour - partly because we have a well-known, significant difference of opinion on that", he said.
Fire evacuation affects 3600 in central BC
Structures have been lost to the Gustafsen Lake fire in the South Cariboo, confirms Cariboo Regional District Chair Al Richmond. It was just two hectares in size at 3 p.m. on Thursday and had expanded to 1,500 hectares by 3 p.m.