State officials said in a statement that they were investigating to determine the cause of death. The corpses were found in Fresnillo, one of the largest cities in the central mining state.
The bodies were wrapped in blankets on the side of the road, according to local media.
Although the number of crimes in Mexico has fallen as much of the country stays home to contain the coronavirus, the number of murders has risen to record levels.
Also on Friday, Mexico City's chief of police was shot and wounded in a dramatic assassination attempt that he blamed on the Jalisco New Generation Cartel. Two of his bodyguards were killed in the attack.