"The message [left at the scene] refers to a kind of revenge attack," police spokesman Jorge Domene Zambrano said Thursday.
The victims were identified as Miguel Angel Barraza Sandoval, 54, Maria Dolores Reyna Riva, 52, and Orlando Missael Barraza Reyna, 24, CNN reported.
Investigators suspect the attacks were in connection with information police officer Miguel Angel Barraza gave authorities that led to the arrests of the alleged gang members.
Barraza is one of six police officers who are suspects in an Aug. 25 bombing that killed 52 people at the Casino Royale in Monterrey.
In the border city of Nuevo Laredo, two unidentified bodies were found hanging from a bridge Tuesday.
It is not uncommon for murder victims to go unidentified in Mexico, especially in connection with drug-related killings, said Ana Maria Salazar, a security analyst in Mexico City and a former Pentagon official.
"It has to do with the fact that you're dealing with ruthless drug traffickers. When investigators are working a crime scene they have very limited time to do their work because just by being there, they're putting themselves at risk," Salazar said.
Messages found with the bodies mentioned two blogs and demanded that social- media users stop reporting drug-related crime in the city, which is across the border from Laredo, Texas.