Reports from the country suggest Willibald Hernandez, Adam Valencia, Jesus Lopez Urbina and Jesus Ayala Aguilar were made to suffer before they were shot dead in the western state of Michoacan.
They were part of the Catholic evangelism group Arcoiris and were originally detained over the weekend, however details of their deaths are just emerging.
Mexico:
Population: 128.6 million, 121.8 million Christians (mainly Roman Catholic)
Government: Federal republic
World Watch List Rank: 40
Source of Persecution: Organised corruption/Inter-Christian discrimination/Secular intolerance
A cartel known in the country as H-3 has been blamed for their deaths.
A Mexican self-defence group called Mora told Info Católica the young men were "good people, hardworking people."
One of the men, Jesus Ayala, had already lost his father in another attack by the H-3 cartel.
H-3 is thought to be a powerful narcotics-selling gang in the region.
Mexico ranks at number 40 on Open Doors World Watch List of countries with the worst Christian persecution.
In recent months a number of priests in the country have been kidnapped and killed.
