Officials said federal police were questioning 13 suspects in the case, which occurred in the same gang-roiled region where 43 students disappeared in late September.
The 21 were rescured from a cave in hills near the town of Arcelia, officials said Wednesday.
Several gangs in the southwestern state have been waging violent battles for control of opium trafficking and other criminal activities.
Tomas Zeron, head of the federal agency that conducts criminal investigations, told lawmakers on Wednesday that crime groups were more or less in control of all the state's 13 municipalities.
One of Mexico's poorest states, Guerrero has been in crisis since the disappearance of 43 students in the town of Iguala exposed collusion between the mayor and a local crime group, Guerreros Unidos.
The state's governor has been forced to resign and President Enrique Pena Nieto has been under fire for a failure to resolve the case.
Authorities believe that the students, from a teacher's college in the area, were turned over to the Guerreros Unidos gang by police, then killed.
But only the remains of one missing student have been found.
Amnesty International, meanwhile, on Thursday accused the government of failing to adequately investigate allegations of complicity by the Mexican armed forces.
Parents of the missing students have refused to accept that their loved ones are dead, insisting that the security forces know where they are.