A law enforcement official tells CBS 5 News that investigators are looking into the possibility of friendly fire in Arizona Border Agent Nick Ivie's death.
No further information was immediately available.
CBS 5 News has also independently confirmed two suspects have been detained in Mexico in connection with his shooting death.
A highly placed source verified the pair were detained in Naco, Mexico.
Earlier, a Reuters' report said the suspects were detained in a Mexican military operation in the city of Agua Prieta, in Mexico's northern Sonora state, a few miles from the spot where Nicholas Ivie, 30, was shot dead early on Tuesday.
Another agent who was wounded has been released from the hospital.
CBS 5 News received a written statement late Wednesday afternoon from the Consulate of Mexico in Douglas, AZ. It said:
"The government of Mexico has been in constant communication with its U.S. counterparts since it received notification of the incident where a Border Patrol agent sadly lost his life, and offered and has been providing all its support in the investigations that are being carried out. Given that there is an ongoing investigation, we have no additional comment at this time." -Socorro Córdova, State Press Attaché, Mexican Consular Network in Arizona
The Cochise County Sheriff's Office released a statement Thursday. It said, "Still no confirmation of the arrests from Phoenix sector FBI, handling the investigation along with CCSO, itself waiting for an FBI confirmation."
Ivie's family held a news conference Thursday morning in Sierra Vista.
Kevin Goates, the family spokesman, said, "The Ivie family would like to thank all of those who have expressed their support and condolences as they deal with the loss of Nicholas, a father, husband, brother and son. Nicholas served both his country and his church with dedication and love and will be dearly missed by many."
Nearly 100 people gathered in Naco for a candlelight vigil for Ivie. Family members, law enforcement officials and local residents attended Thursday night's event.
The Sierra Vista Herald/Bisbee Daily Review said the organizer of the vigil was Rev. Seth Polley, who's the vicar of St. John's Episcopal Church in Bisbee.
Father Samuel Jandeh, vicar of St. Michael's Catholic Parish in Naco, said Ivie's death was more of a sacrifice than an ordinary death.
He said law enforcement officials expose themselves to danger and they deserve appreciation for it.
Funeral arrangements for the fallen agent have been announced. Visitation will be held Sunday, Oct. 7 from 6-8 p.m. at Hatfield Funeral Home in Sierra Vista. Funeral services will be 10 a.m. Monday, Oct. 8, at The Church of Jesus Christ of Latter-Day Saints, 2100 Yaqui St., Sierra Vista. Interment will follow at a later date in the Spanish Fork City Cemetery, Spanish Fork, UT.
Stay with cbs5az.com and CBS 5 News for updates on this developing story.
Copyright 2012 CBS 5 (Meredith Corporation). All rights reserved. The Associated Press contributed to this report.