Five people were found dead inside an abandoned car in the capital suburb of Ecatepec, Mexican authorities said Wednesday.
Police are working to identify the four men and a woman whose bodies were discovered in a parking lot, the Mexico state Attorney General's Office said in a statement.
The statement did not specify a cause of death, but state officials said off the record that the victims were shot.
Left with the bodies was a message from the Gulf drug cartel, media accounts said.
Mexico's cartels and other criminal outfits often leave notes at crime scenes to claim responsibility for murders and threaten additional violence against rivals or authorities.
The six-year term of President Felipe Calderon - who leaves office Nov. 30 - has seen at least 60,000 killings related to conflict among competing drug cartels and between the gangs and security forces.
Within days of taking office in December 2006, Calderon gave Mexico's military the leading role in the struggle against drug trafficking. EFE