The victims - two women and four men - were having a celebration Wednesday evening at the El Pachangon bar in the city of Nezahualcoyotl when the gunmen opened fire at them, Mexico state Attorney General's Office spokesman Felix Martinez said.
The victims have "still not been identified", the AG's office spokesman said.
Two people were wounded in the attack and no arrests have been made, Martinez said.
More than 50,000 people, according to official figures, have died in drug-related violence since President Felipe Calderon declared war on Mexico's powerful cartels shortly after taking office in December 2006.
Photos: Aamir Khan with brother Faisal, ex-wife Reena Dutta at MAMI
Photos: Sonakshi Sinha, Sushant Singh Rajput at Mumbai airport
Spotted: Ajay Devgn and Kajol at an event in Mumbai
Birthday special: 21 cricketers who made their Test debut as teenagers
Pics: Prabhas, Tamannaah Bhatia at 'Baahubali 2' first look launch at MAMI