Police found five bullet-riddled bodies over the weekend in Ciudad Juarez, a gritty border city that has become Mexico's murder capital, media reports said.
The bodies of the victims, who had been shot more than 20 times each, were discovered early Sunday, the municipal police department said.
The killers arrived with their victims in three vehicles, parked in a vacant lot and gunned down the woman and four men, eyewitnesses said.
The female victim is a minor and the four men are all adults, police said.
The bodies were taken to the coroner's office, where autopsies will be performed and relatives will have the opportunity to claim them, officials said.
Ciudad Juarez, located across the Rio Grande from El Paso, Texas, has been plagued by drug-related violence for years.
The murder rate took off in the border city of 1.5 million people in 2007, when 310 people were killed, then it more than tripled to 1,607 in 2008, according to Chihuahua state Attorney General's Office figures, with the number of killings climbing to 2,754 in 2009.
More than 3,100 people were murdered in the border city last year, making 2010 the worst year since a war between rival drug gangs sent the homicide rate skyrocketing in 2008.
The killing has not slowed this year, with more than 400 people murdered in Juarez, the state AG's office said.
The violence is blamed on a war for control of the border city being waged by the Juarez and Sinaloa cartels with backing from hitmen from local street gangs.
A total of 15,270 people died in drug-related violence in Mexico last year, and more than 35,000 people have died since President Felipe Calderon declared war on the country's cartels shortly after taking office in December 2006.
Calderon has deployed tens of thousands of soldiers and Federal Police officers across the country to combat drug cartels and other criminal organizations.
The anti-drug operation, however, has failed to put a dent in the violence due, according to experts, to drug cartels' ability to buy off the police and even high-ranking officials.