Battle for rights
"The insensitivity toward those who support the US economy and society has only served as an impetus to reinforce the battle … for their rights."
He said the US and Mexico needed to work together to develop "the region's enormous potential".
"We need to create a strong, winning Mexico that is sure of itself," he said. "Mexico's challenge is being able to strengthen its international position."
Since taking office in December, Calderon has maintained strong ties with the US but has also not shied away from criticising his neighbour.
He has often denounced US immigration policy, including stepped-up workplace raids and deportations that have divided many families, sometimes forcing US-born children to be left behind or build new lives in Mexico.
Calderon also said he would improve communication between the president's office and congress.
Calderon addressed the nation on Sunday from the National Palace, avoiding a showdown with legislators still angry over his narrow electoral victory last year, who had vowed to prevent him from making the speech in congress, as Mexican tradition dictates.
Calderon has garnered some of the highest approval ratings in Mexico's history.
He said on Sunday that Mexico has created 618,000 new jobs since January and needed to do more to close the giant gap between the rich and the poor.
He also promised to continue his nationwide crackdown on drug gangs who control large swaths of Mexican territory.
"We can close our eyes to the reality, and because we are afraid or irresponsible, let organised crime take over our streets," he said. "Or we can decide to fight and defeat crime with all the risks and costs that implies."