Gu Shengming, a spokesman for the Datong city government, which oversees Hunyuan, said on Friday that those being sought included the mine owner.
"It is an illegal mine, but it was closed a long time ago by the villagers," Gu said by telephone. He declined to give details.
Officials in Shanxi have said Lan was not an accredited reporter and suggested that he might have been looking for bribes in return for favourable coverage of the mine.
A Hunyuan official repeated that line to the Beijing News, saying that fake reporters approach mines daily, demanding payoffs or threatening negative stories.
Real reporter
The Trade News' editor-in-chief has said Lan was "certainly a real reporter".
Chinese newspapers this week said whatever Lan's status, it was no justification for murder.
Official Chinese figures show 4,746 workers
died in mine accidents in 2006 [GALLO/GETTY]
Gu said the killing was a criminal case being investigated by high level police officers.
He said he expects to know what happened and how the beating started "very soon".
China's mines are the deadliest in the world, with official figures showing 4,746 workers killed in accidents in 2006.
Many of the accidents are blamed on mine owners keeping unsafe mines open to feed the country's soaring demand for energy.
Many mines closed for breaching safety rules open again illegally, while Chinese officials are widely criticised for colluding with coal mine owners, eyeing tax revenues or even their own dividends from stakes in a lucrative business.