Mayor Thomas McDermott Jr. made the announcement on social media.
The mayor said federal agents began staging operations at the parking lot of the Hammond Police Department.
"It is deeply concerning that federal agents would enter and use Hammond's property without permission-especially when the Federal Courthouse is located just one block west of our police headquarters," the mayor said.
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McDermott said the city of Hammond does not have an agreement with ICE that authorizes the use of city facilities.
Once city officials told the federal agents they weren't allowed to stay, the mayor said the left.
"To their credit, the agents complied and relocated their operation elsewhere within the city," McDermott said.