The U.S. consulate employee and her husband were shot to death Saturday afternoon in their car near the Santa Fe International bridge linking Ciudad Juarez with El Paso, Texas, said Vladimir Tuexi, a spokesman for the Chihuahua state prosecutors office.
The woman was shot in the head, while her husband suffered bullet wounds in his neck and arm. Their baby was found unharmed in the back seat. Tuexi estimated the child was about 1 year old.
The pair was identified as consular employee Lesley A. Enriquez, 35, and her husband, Arthur H. Redelfs, 34, by Robert Cason, Redelfs' stepfather. Redelfs was a detention officer at the El Paso County Jail, he said.
Cason declined to discuss the welfare of his grandchild. "I don't want to give any more information to the psychotics out there," he said.
Tuexi said the baby was in the custody of Mexican social services.
The U.S. government had not described Enriquez's job at the consulate, and Cason said he didn't know what she did there. A neighbor of Enriquez, Zonia Rivas, also didn't know.
"I do know she just went back to work about three months ago after having her baby," she said.
Ten minutes before the killing, police had found the body of the husband of a Mexican employee of the consulate.
Jorge Alberto Salcido Ceniceros, 37, was shot to death in his car, while his two children, ages 4 and 7, were wounded, according to the state prosecutors office. The children were hospitalized.
Obama was "deeply saddened and outraged" by the killings, the White House said.
"He extends his condolences to the families and condemns these attacks on consular and diplomatic personnel serving at our foreign missions," the statement said. "In concert with Mexican authorities, we will work tirelessly to bring their killers to justice."