The government of the southern state of Guerrero says protesters threw gasoline bombs, one of which burned a state police officer.
Three other policemen were injured late yesterday, as were two reporters and four protesters.
The protesters had attacked the Coke offices "to damage the facilities," and took two of the company's employees hostage.
Coca-Cola delivery trucks have been hijacked and merchandise stolen by demonstrators protesting the September 26 disappearance of 43 teachers-college students.
Local media reported the company had filed a complaint about the thefts resulting in the arrest of some protesters, but Coca-Cola's Mexico bottler did not immediately comment.