Through his Twitter account, the president said that Mexico shares the grief of the German people.
Miguel Ángel Chávez Angles attempted to hijack the bus on June 24.
Officer Jorge Barrientos was shot in the hand and struck by shrapnel.
The gunman wrote the letters "RB" and other markings, but the meaning was unclear.
The shooting erupted near the end of a peaceful march of hundreds of people to protest the killings of two black men by police in other cities this week.
An employee of the facility was working at the time and said he used a towel to compress the chest of one of the victims, who later died right outside the front door of the studio.
People lined the streets near the Cathedral Church of St. Luke, where Christopher Andrew Leinonen's funeral was held.
"It's the same smell that was in the club that night," Marrero said in an interview about the smell of powder haunting his dreams.
The hostages inside the store are safe, according to the police.
The incident is believed to be workplace-related and there are still no indications that anyone has been shot.