Drug hitmen killed the deputy police chief in Ciudad Juarez on Tuesday and another officer on Friday and left messages on their bodies warning they would murder more officers, police said.
"Don't be mistaken, enemies of Mexico. The decision I am taking is an intelligent one of life over death," police chief Roberto Orduna told a news conference in the city, where violence has reached giddy levels.
Orduna, a former soldier, took over the municipal police in Ciudad Juarez last year. The city saw an unprecedented 1,600 people killed in drug violence in 2008 as President Felipe Calderon's army-backed war on drug gangs sparked fresh turf wars between rival cartels across the country.
Calderon has begun putting senior military staff in charge of Mexico's ill-equipped, poorly paid municipal police to try and clean up forces that are deeply infiltrated by drug cartels fighting over smuggling routes to the United States.
Ciudad Juarez is the bloodiest front in Calderon's two-year-old fight against the cartels. Government officials say Mexico's most-wanted fugitive, Joaquin "Shorty" Guzman, is battling with the Juarez cartel for control of the city and killing corrupt cops working with rivals.
More than 50 police officers were murdered in Ciudad Juarez last year.
Calderon has sent some 45,000 troops and federal police across Mexico to fight drug gangs, but the death toll from drug violence soared to 6,000 people last year.