Deputy state prosecutor Luis Enrique Orozco says authorities are looking for one more person believed to have been involved.
The man fell to his death early Sunday in Monterrey. Prosecutors say police allegedly arrived at the building with a false arrest warrant and then the man fell from a window.
Prosecutors say two officers with the state investigative unit of the public safety agency are believed directly involved and the others allegedly helped in some way.
State security secretary Aldo Fasci Zuazua denies that any members of the state police were involved.