Two people employed at the US embassy in Mexico have been wounded after their car was mistakenly fired on by police south of Mexico city, officials have said.

The Mexican government said federal police shot at the vehicle as they were chasing criminals on a main road to the city of Cuernavaca.

"Today at 8:00 am, a diplomatic vehicle belonging to the US embassy was hit by multiple bullets from personnel of the federal police in the Tres Marias-Huitzilac highway," the public security ministry and navy said in a joint statement on Friday.

The statement said the police were conducting anti-crime operations.

'Evasive manoeuvers'

A Mexican marine who was travelling with the two US employees was lightly injured in the incident, the statement said.

Those involved were said to be all out of danger after being escorted to a hospital by the police.

The trio were driving to a military installation when they were approached on a dirt road by a vehicle whose passengers displayed weapons.

"The driver of the diplomatic vehicle used evasive manoeuvers and when it returned on the highway, the passengers in the attacking vehicle opened fire on the diplomatic vehicle," the statement said.

"Moments later three other vehicles joined the chase and shot at the US embassy vehicle."

The statement did not specify who the four attacking vehicles belonged to or whether it was police bullets that hit the three victims.

The US state department said it was working with Mexican authorities to investigate the incident further.