The three were traveling to a training facility in Mexico Friday when they were ambushed by a group, the U.S. Embassy in Mexico City said in a statement.
They attempted to escape, but were pursued by the assailants. The three victims called for help from Mexican armed forces, who responded to the scene, the statement said.
The two U.S. government personnel were removed from the scene, given medical treatment and are now in stable condition, the statement said. The Mexican navy captain was not seriously injured in the incident. The vehicle sustained heavy damage.
Mexican government officials said members of the federal police were involved in the ambush. The government has launched an investigation into the incident and have already arrested several federal police members. The U.S. Embassy is cooperating closely with Mexican authorities in the investigation, the statement said.