At least four people, including a high-ranking police officer, were killed by unidentified gunmen at an athletic facility near this southern city, Spain's news agency EFE reported on Thursday.
The authorities said the target of the attack on Wednesday was Alejandro Barrita, director of the economic-crimes unit of the Oaxaca state police.
His bodyguard and two civilians were also killed in the incident at the El Tequio recreation area, state police chief Daniel Camarena said.
Camarena said one of the civilian victims, Virginia Galan Rodriguez, was an aerobics instructor who was recently awarded with the state prize for sports, and used to work out at El Tequio every morning.
Last Tuesday and Thursday, two other policemen were also killed in two separate incidents in Tuxtepec town and Oaxaca city.
Drug related violence has been common in Mexico in recent years. The powerful drug cartels battle each other and the police for control of lucrative smuggling and distribution routes.
At least 221 people have been killed in gunfights since January 1 across the country, authorities said.
President Felipe Calderon has deployed over 30,000 soldiers and federal police to nearly a dozen Mexican states to control the violence unleashed by drug traffickers.