"Six male bodies wearing civilian clothing were discovered early on Thursday by Iraqi police in Akachat, near al-Qaim, 450km west of Baghdad," the source said.
The town lies in al-Anbar province which extends from near the Iraqi capital to the borders with Jordan and Syria, and where many abductions and executions have occurred.
On Wednesday, a military source had said the 22 soldiers were captured by armed men near an army base in Rawa, in al-Anbar, adding that nothing had been heard from the soldiers since.
But the Iraqi Defence Ministry denied the report.
"The Ministry of Defence denies reports of a kidnapping in the region close to the border with Syria"
Iraqi Defence Ministry
"The Ministry of Defence denies reports of a kidnapping in the region close to the border with Syria," it said in a statement on Thursday.
The newly empowered Shia community has suffered many attacks since Iraq's new government took office in early May, which the authorities generally blame on Iraqi Sunni fighters and foreign fighters.
In May, US forces launched a vast operation in the region to stem infiltrations across the Syrian border, saying they had killed more than 100 rebels.