The group opened fire on the five unidentified men in their cells at Guanjuanto state police station on Friday after arriving in several vehicles, state security commission spokesman Juan Jose Martinez told AFP.
He did not say why the victims were being detained by authorities.
A guard present when the attack occurred managed to escape unharmed, Martinez added.
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"We have agreed with the mayor to help reinforce security and support the request for the greater presence of federal authorities in the area," said state interior secretary Luis Ayala.
Guanajuato is one of Mexico's largest industrial centers and is a base for global car and aviation companies.
Large criminal organizations are attracted to the state because of this heavy industry and its significant energy infrastructure.
These are a target for gangs, who engage in drug trafficking as well as blackmail, kidnapping, and stealing fuel.
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