The suspects included the officer who guarded the house where Santiago Mayor Edelmiro Cavazos was seized on Sunday. The officer said he was kidnapped with the mayor and later freed unharmed.
The officers confessed to being involved in the Cavazos' killing, said Nuevo Leon state Attorney General Alejandro Garza y Garza, even though some declared their innocence while being presented to the press.
"We are still looking for others who were involved as well," Garza y Garza said.
The body of the 38-year-old mayor was found handcuffed and gagged Wednesday outside of his town, a popular weekend getaway for residents of the industrial city of Monterrey.
One of the officers took part directly in the kidnapping, while the others kept watch on roads surrounding the mayor's home, said Adrian de la Garza Santos, director of the state investigations agency.
Shortly after the kidnapping, the guard on duty told authorities he had been thrown in the trunk of one of the kidnappers' cars and driven around for 15 minutes before being dumped unharmed by the side of the road, De La Garza said. The guard is now accused of being involved, though he said Friday he is innocent.
Cavazos' death comes amid increasing violence in the northeast of the country attributed to a dispute the Gulf cartel and its former allies, the Zetas.
Meanwhile, a federal judge presiding over the case of former Cancun mayor facing drug-related charges survived an attack Thursday in the west coast state of Nayarit, according to a federal police report. The assault killed one of two bodyguards for Judge Carlos Alberto Elorza.
President Felipe Calderon is proposing that Mexico consider appointing anonymous judges for drug-trafficking trials, a change that would contradict the effort he promoted to build a more open judicial system.
Elorza is the judge in the case of Gregorio Sanchez, a former Cancun mayor who was forced out of the Quintana Roo gubernatorial campaign when he was charged with drug trafficking and money laundering. Federal police minister Wilfrido Robledo told reporters that Elorza had received threats, so his security detail was increased. He rode in an armored SUV when he came under attack.
The Nuevo Leon attorney general did not indicated which gang may have been responsible in Cavazos' case, which has prompted authorities to call for more patrols by both the army and federal police in Nuevo Leon.
Mauricio Fernandez, mayor of the San Pedro Garza Garcia, another town on the outskirts of Monterrey, said Cavazos had received death threats from gangs warning him to stay out of their way and had sought advice on how to handle the threats.
Officials at the state attorney general's office said Cavazos had never informed authorities about any threats. Gen. Guillermo Moreno, who commands troops in Nuevo Leon and Tamaulipas states, said the army did not received complains from the mayor or requests for protection.
The leading candidate for governor in the state of Tamaulipas, which borders Nuevo Leon, was shot to death a week before the election. A mayoral candidate in Tamaulipas also was shot in May.
Drug violence has killed more than 28,000 people since December 2006, when Calderon started his crackdown on the cartels.
Associated Press Writer E. Eduardo Castillo contributed to this report from Mexico City.