Witnesses said the bodies had their hands tied behind their backs. The heads were found nearby and appeared to have been burned.
The killings were the latest in a wave of mostly drug-related violence that has swept Mexico. Cartels have turned to decapitating their victims as a way to intimidate their rivals.
Another decapitated body and a man who had been stabbed to death were found Monday on the outskirts of Tijuana.
Nearly two years ago, President Felipe Calderon launched a nationwide battle to take back territory controlled by some of the world's most powerful drug gangs. Cartels have responded with unprecedented violence, especially along the U.S.-Mexico border.