Police say the men were found inside the camper of a pickup truck outside the building, located on Six Forks Road. The men were reportedly waiting for the building to open Friday morning with a group of construction workers from South Carolina.
Witnesses say they thought the men were asleep. When the witnesses were not able to wake the men up around 4 a.m., they contacted police.
Investigators believe the men died from carbon monoxide poisoning. Investigators will also look to see whether the truck's exhaust system was working properly.
Latinos come to the Mexican Consulate each day to seek help with immigration, travel and employment issues.
The bodies of the two men have been taken to the state medical examiner's office in Chapel Hill. Authorities have not released the names of the two men.