The Mexican politician, scientist, and academic met with union leaders and other groups who contribute to the U.S. and Mexican economies.
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She and her team toured Los Angeles, looking to strengthen the relationship between the two countries. The former mayor of Mexico City even met L.A. Mayor Karen Bass.
"The Mexicans that not only live in California, but in the United States, not only have a fundamental place in the economy in Mexico, but they also have a fundamental place in the U.S. economy. And that's what we want to be recognized," said Sheinbaum.
Her opponent, Xóchitl Gálvez, is also vying to be Mexico's first woman president.
The Mexican presidential election is next June.
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Sheinbaum is backed by current Mexican president Andrés Manuel López Obrador and his leftist party.
Gálvez is representing a coalition of three parties, including the conservative PAN (National Action Party).