Amid extremely tight security the two leaders and their wives, Queen Sofia and Marta Sahagún, toured the IFEMA convention center about 10 hours after the blast outside an office building a short walk away. The explosion injured 43 people.

The ARCO contemporary art show is an annual event featuring works by artists from around the world. The central theme of this year's edition is art from Mexico.

The two heads of state did not comment to reporters.

Earlier in the day, Fox pledged total cooperation with Spain in the fight against terrorism following the bomb attack.

"This is something we totally reject," Fox told reporters on the second day of a three-day visit to Spain. "This is neither acceptable nor tolerable and we should unite against terrorism in all its forms and expressions."

Fox was speaking at Madrid's Atocha train station, where he visited a memorial site for another terror attack the train bombings on March 11, 2004. He keyed in a message of condolence for the victims on a computer at the site which read, "Our heart is with Spain."

Islamist radicals are blamed for last year's bombings, in which 191 people were killed and more than 1,500 injured.

Fox, his wife and his daughter had lunch with King Juan Carlos and Queen Sofia and other members of the Spanish royal family before going to the art fair.

Mexico has long been used as a country of refuge for members of the Basque separatist group ETA, which was blamed for Wednesday's bomb. The group has killed more than 800 people since 1968 in its campaign for an independent Basque state.

Fox said Mexico would cooperate fully with Spain in processing extradition requests.

Fox, accompanied by his wife, Marta Sahagún, was in Spain for a visit expected to focus on economic and political cooperation.

He is to hold talks with Spanish Prime Minister José Luis Rodríguez Zapatero on Thursday, as well as with opposition leader Mariano Rajoy.

Fox will also visit Italy, Morocco and Algeria on his trip.