He told a news conference on Sunday that team that carried out the killing was made up of six British passport holders, three with Irish passports, including the woman, and the holders of a German and a French passport.
"This is a list of all the wanted suspects. The list will be given to the press, newspaper and the Interpol [the international police organisation]," Khalfan said.
He said that the two detained Palestinians were suspected of providing logistical support to the gang.
The 11 suspects were believed to have rented a room across the corridor from al-Mabhouh around the time of the murder and left Dubai shortly after, according to the police chief.
Khalfan detailed how the the group spent only 24 hours in Dubai, using no weapons, credit cards or local phone lines during their stay.
He showed the news conference airport surveillance video of the alleged assassination team arriving on separate flights before checking into separate hotels.
In the footage, which also included images from the hotel where al-Mabhouh was killed, the one woman among the group of suspects appears to be wearing a wig and at times wears a big hat and sunglasses.
Others were seen apparently posing as tourists, wearing tennis clothes and carrying rackets.
Authorities appear to have linked the group through the videos which show them entering and exiting the hotel, standing together in the hotel lobby and going in and out of the elevator on the floor where al-Mabhouh was staying.
Police said that the killers used an electronic device to enter Mabhouh's room and lay in wait for him.
"He was strangled after receiving maybe an electric shock," Khalfan said on Monday.
Al-Mabhouh entered the United Arab Emirates a day before his death using a passport that did not bear his family name, Khalfan said.
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"Obviously, the gang knew that he was coming to Dubai, because they knew in advance and were able to come from Europe," he told the news conference.
Israeli authorities have not commented on the killing, but Israeli media have welcomed al-Mabhouh's death.
The Jerusalem Post newspaper said that the murder was "another blow to the axis of evil".
Al-Mabhouh was born in the Gaza Strip, but had been living in Syria since 1989.
He is said to have engineered the capture of two Israeli soldiers during a Palestinian uprising in the 1980s and was imprisoned several times by Israeli forces.
Hamas has said he was an "important" member of Izz al-Din al-Qassam brigades, Hamas's military wing named after a Syrian religious leader who fought British colonial forces in Palestine in the 1930s.