Ciudad Juarez, just across the border from El Paso, Texas, is the bloodiest stage for an ongoing turf war between Mexican drug cartels battling for the right to control the trafficking of drugs across the northern border.
The US is the world's largest market for cocaine and marijuana.
Last year in a similar attack, eight people were killed at a Mexican clinic that treats drug addicts.
Wednesday's attack capped a particularly bloody 24-hour period in Mexico that also saw the killing of 21 people overnight in drug-related violence in Chihuahua state and the murder of the No 2 security official in President Felipe Calderon's home state of Michoacan.
Jose Manuel Revuelta had been on the job as deputy director of state security barely two weeks when "he was assassinated together with his two bodyguards" in Morelia, Michoacan's capital, a state official said on Wednesday.
The killing occurred several hundred metres from Revuelta's office, the official said without providing further details.
According to local news reports, the fighters intercepted Revuelta's car in the southern part of Morelia, a city where the drug cartel La Familia operates in tandem with a group of paramilitaries known as Los Zetas, a violent group made up of former Mexican army soldiers.
More than 9,600 people have died in the drug-related violence since 2008, despite Calderon's deployment of some 36,000 troops and police across the country to try and stem the bloodshed.
According to an AFP tally based on police data, in the first seven months of 2009 there were 1,161 murders in Ciudad Juarez alone despite thousands of police and soldiers sent there to maintain security.