Pinal County Sheriff Paul Babeu said the deaths may be drug-related, The Arizona Republic reported.
The victims' had not been identified and no arrests had been made, the Phoenix newspaper said.
The vehicle was found in the Vekol Valley area off Interstate 8 in the desert west of Casa Grande. A sheriff's spokesman said the car had initially been spotted by police officers about 4:30 a.m before it fled into the desert.
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