Mexico City Mayor Miguel Angel Mancera said the attack appeared to be aimed at two brothers who were exercising at the gym and another man who was with them. A fourth man, identified as the gym owner, died later in the hospital after he apparently tried to intervene in the killings.
The Thursday night shooting happened in the Body Extreme gym in Tepito, one of Mexico City's most dangerous neighborhoods. Two suspects were arrested after they opened fire on police a few blocks away from the gym shortly after the killings, he said. No police were injured.
Mancera said preliminary investigations indicated the killings were part of a "personal grudge" between the killers and the victims, and he denied that the kind of large-scale drug cartel executions that have bloodied other parts of Mexico have arrived in Mexico City.
"I don't have any indication of any cartel in Mexico City," Mancera told the Televisa television network. "It's not a cartel. What we have in Tepito is an upswing in violence, and an upswing in some gangs."
Tepito is the main clearinghouse for millions of dollars of contraband, from guns and drugs to counterfeit handbags that come through Mexico City.
A dozen people from the same neighborhood disappeared nearly two weeks ago from an after-hours bar in a posher part of the city several miles (kilometers) away. Four people have been detained in the case, but there is still no sign of the 12.
According to a surveillance tape shown late Friday by the city prosecutor, several were taken in broad daylight on May 26, herded a few at a time into compact cars.
There was no commando of armed, masked men as a witness earlier reported, said Prosecutor Rodolfo Rios. He added that the investigation so far only puts eight of the missing in the bar, and said that investigators are looking into drug dealing as a possible motive.
He said the shooting did not appear to have had anything to do with the missing people.
About 30 witnesses were at the gym and have talked to police. First, one attacker entered and shouted a series of insults, Mancera said, including one that would roughly translate as "you've bought it now," and "you didn't listen to what you were told."
Agents found six bullet shells inside the building.
Mancera said authorities were investigating whether the alleged mass kidnapping might have been related to the execution on May 24 of a low-level drug dealer outside a bar in the trendy Condesa neighborhood. A public security official who was not authorized to be quoted by name had said that the killing of the dealer outside the "Black Bar" was related to the disappearances two days later, and that both may have been part of a turf battle between drug gangs.
"The Heaven bar and the Black bar have some threads in common, which prosecutors are investigating," Mancera said. "These two events could lead us to the conclusion that they are related." But he said "we have found nothing to connect" the Thursday gym shootings with the bar case.
The shooting Thursday so close to the two other crimes raised fears that an organized crime battle could be breaking out in Mexico's capital, which has been mostly spared from the cartel wars that have caused so much violence along the U.S.-Mexico border and in other parts of the country.
"We are going after those who carried out these attacks, those who have sought to cause unrest in Tepito," Mancera said, while stressing "this is a local, limited problem."