The Michoacan state prosecutors' office says investigators went to the area after residents reported a confrontation between armed groups.
The office said eight bodies were found in the hamlet of El Poturo. A ninth body was found on a nearby hill. All had bullet wounds.
Four bullet-riddled vehicles were found nearby.
The identity and causes of the shootings on Saturday are under investigation.
The state has been the scene of both drug gang violence and an uprising by armed civilian vigilantes.
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