The shocking incident took place one night in Huatabampo, a city in north-western Mexico.
Several images of the unidentified women are being widely shared among locals on social media.
City Mayor Heliodoro Soto told a local media outlet:
"Apparently this was a conflict started by young women who do not work in a legal line of work and who robbed other people who also do illegal things.There have been no complaints about this. These women preferred to take shelter within their families and we understand the pain and shame they are feeling, but it is important for authorities to have written complaints so they can exact justice."