But the drone has already been returned to the Mexican government and NTSB officials say they are not visiting the scene of the crash.
NTSB spokesman Keith Holloway told TPM today that it's is looking at the "safety perspective" of the crash.
"What we're looking at is, why the drone crashed," he said. "Not necessarily what it was doing."
Holloway said his agency is working with Customs & Border Patrol and NORAD on the investigation.
As he told CNN, "I guess we are investigating, but we don't know what we're going to do with the information at this point."