The bodies of four men and a woman have been found on a rural road in a town not far from the violent Mexican border city of Ciudad Juarez, police officials say about five of a string of weekend killings in the country.

The five had been lined up and shot to death, according to Enrique Torres, a spokesman for the Chihuahua state police.

A toy gun is turned in by a child in the Mexican border city of Ciudad Juarez on Saturday. (Associated Press)

They were found early Sunday near a dirt road in the town of Placitas, about 40 kilometres southeast of Ciudad Juarez, Torres said. Located just across the U.S.-Mexico border from El Paso, Texas, Ciudad Juarez is one of the world's most dangerous cities.

The victims have not been identified and a motive for the killings has not been determined, said Torres.

The police station in Placitas had been attacked by gunmen earlier Sunday, he said.

More than 2,600 people were killed in Ciudad Juarez in drug-related violence in 2009.

Wave of violence countrywide

The killings near Placitas were part of a wave of violence in Mexico over the weekend.

Two police officers and two other men were found shot to death at a gas station in the country's western state of Michoacan, prosecutors said.

The officers were off duty and at the station to buy gas. The bodies of the other two victims were found in another car at the station.

Meanwhile, in the resort of Acapulco, on Mexico's Pacific coast, a man was found tied up and died after he was shot in a car.

Also, the decapitated body of the police chief of a northern Mexico town and the body of his brother were found inside the chief's patrol truck Friday, authorities said. Those killings happened just hours after gunmen killed a deputy police chief and his bodyguard in another part of Mexico's north.

Much of the violence is blamed on Mexico's notorious drug wars.

Mexicans protest violence

But some Mexicans appear to have had enough of it.

In the northern Mexico city of Monterrey on Sunday, more than 7,000 people gathered to protest a wave of violence in the area in recent weeks.

Most of the protesters wore white at a rally in Monterrey's main park and some released white balloons and a white dove as signs of peace.

Nuevo Leon state Gov. Rodrigo Medina led the protesters on a brief walk through Fundidora Park. His border state has seen a surge in violence that authorities blame on a turf war between the Gulf drug cartel and the Zetas, the cartel's former hit men.

On Saturday, organizers of a turn-in program aimed at publicizing and battling the problem of violence in Ciudad Juarez collected more than 10,000 toy guns from children.