"It's been confirmed by the attorney general's office, of the four, two of them have died, there's one person injured, and the other person is alive," Tamaulipas Governor Americo Villarreal said on a call with Mexican President Andres Manuel Lopez Obrador as the president gave his daily news conference.
Separately, a Mexican official told Reuters that the lone woman in the group was uninjured and that she and the other survivor were safe and in the hands of authorities.
The kidnappings have put a spotlight on US concerns over gang violence in Mexico.Â
Republicans, in particular, have been pushing for the US government to take a tougher line on organised crime amid rising drug-related overdose deaths.
ABC News on Monday named the four people as Latavia "Tay" McGee, Shaeed Woodard, Zindell Brown and Eric James Williams.
Authorities said that a Mexican bystander was killed when the four were abducted last week.
Lopez Obrador said one person was in custody in relation to the kidnapping in Tamaulipas, which has long been one of the most violent, gang-ridden states in Mexico.
The four US citizens were in a white mini-van when they entered the border city of Matamoros, Tamaulipas, on Friday.
Gunmen fired on the passengers shortly after they crossed into Mexico and then herded them into another vehicle before fleeing the scene, according to the US embassy in Mexico.
US media reported that McGee was travelling with the group to Mexico to get cosmetic surgery.
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