Sanchez also ruled out the possibility that Delgado could have served as an adviser to Pena Nieto, or worked on or raised funds for his campaign.
As to why Delgado would provide such information to the university, Sanchez speculated that "criminals normally say things that are not true."
Delgado received a master's degree in public policy and management from Carnegie Mellon's Heinz College in 1990. He gave the school the $250,000 to establish the Marco Delgado Fellowship for the Advancement of Hispanics in Public Policy and Management in 2003. In a news release at the time, he credited the school's "outstanding faculty, strong links to the private sector and overall dedication to producing problem-solvers."
Walters, the university spokesman, said Delgado had provided the biographical information that had been on the school's website, including his claimed links to Mexico's president-elect.
He declined comment on whether the endowment funding could be linked to drug money or if they have looked into the claims made by Delgado in his biography.
"Right now we have no knowledge of the matter and are reserving comment until the authorities investigate," Walters said.
Robert Strauss, a professor at Heinz College, told the Pittsburg Tribune-Review that he was shocked to learn of Delgado's indictment.
"I've known Marco Delgado for some considerable number of years," Strauss said. He added that Delgado had never been one of his students, but that he "always was interested in our Hispanic students, and he has been generous."
Associated Press writers Kevin Begos in Pittsburgh and Adriana Gomez Licon in Mexico City contributed to this report.
Follow Juan Carlos Llorca on Twitter at https://twitter.com/jcllorca.