An official with the Sinaloa state prosecutors office said on Tuesday the officers were traveling on a road near the town of El Fuerte when they were ambushed by a group of gunmen.
The official said the officers returned fire during the attack, killing four assailants. The official spoke on condition of anonymity because he not allowed to discuss an investigation in progress.
Local media reported that one of the dead gunmen is a lieutenant for the Beltran Leyva drug gang. The official would not confirm that.
Sinaloa has seen a surge in violence as members of the Beltran Leyva fight their former allies in the powerful Sinaloa drug cartel.
Sinaloa state is the stronghold of Joaquin "El Chapo" Guzman, who the US Treasury Department considers "the world's most powerful drug trafficker". Forbes magazine estimates his wealth at $1bn.
More than 50,000 people have been killed and 5,000 have gone missing in Mexico since outgoing President Felipe Calderon launched a military crackdown on the cartels when he took office in late 2006.
The spiraling drug-related violence has clouded Calderon's legacy, and left large areas of the country in a virtual state of war. It also will be the primary challenge facing Calderon's successor President Enrique Pena Nieto.
The agents involved in Monday's battle were carrying out an operation in the northern Sinaloa town of Choix, which has been without a police chief since the June 29 murder of city chief Hector Echavarria, the official said.
"The aggressors are part of a cell that ... belongs to the Carrillo Fuentes-Beltran Leyva cartels," the official added.
The once powerful Ciudad Juarez-based Carrillo Fuentes group has been badly mauled in its turf war with the Sinaloa organization.