Alon Azulay, 41, and Benjamin Yeshurun Sutchi, 44, were shot Wednesday as they were having lunch at the restaurant in the luxury Plaza Artz mall, according to the BBC which identified them as alleged Israeli underworld figures.
The gunfire sent other diners diving for cover.
Mexico City police chief Jesus Orta said the woman told police Wednesday that "she had a sentimental relationship with one of the victims, who she met on social media, and that the attack was due to infidelity," The Associated Press reported.
However, Ulises Lara, a spokesman for prosecutors in Mexico City, was quoted by the BBC as telling reporters Thursday that the incident “lead us to link the events to a settling of scores between criminal groups."
Sutchi was a well-known Israeli crime boss who was imprisoned for years in Israel until February, according to the Times of Israel.
Israeli police reportedly suspect an Israeli criminal organization was behind the hit, according to the paper.
The suspected killer was identified by the paper as Esperanza Gutierrez Rojano, 33.
Police suspect she carried out the killing with the aid of three accomplices.