A fourth officer was wounded in the shooting when the convoy was taking Morelos state's Attorney General Rodrigo Dorantes Salgado to his home in the city of Cuernavaca, 90 kilometers (55 miles) south of Mexico City.

The official, who was traveling with Dorantes Salgado, told AFP that state police manning a security post ordered the four-car convoy to stop.

While a group of bodyguards obeyed, "the sport-utility vehicle in which the attorney general was traveling did not stop for security reasons," the official said, speaking on condition of anonymity.

The state police officers began to shoot at the convoy, hitting the prosecutor's armored SUV. The bodyguards, who are agents within the prosecutor's office, fired back "but they were outnumbered and were killed."

State Governor Graco Ramirez wrote on Twitter that the investigation into the "regrettable" incident must clear up whether the shooting was a "failure of protocol or a deliberate act to harm the security strategy."

Two presumed CIA agents were wounded in August when federal police officers shot up their SUV as they headed to a military facility in Morelos with a Mexican navy captain. Fourteen officers were charged with attempted murder.

Cuernavaca, known as the "City of Eternal Spring," is a favorite weekend destination of Mexico City residents for its warm climate, but it has also been hit by drug-related violence.