The bodies of four men and two women were found in the grave, along a stretch of highway in the south of Baja California Sur state, local prosecutors said in a statement.
They said they were working to identify the bodies and determine whether there were more people buried at the site.
The state, which forms the southern half of the Baja California peninsula, has seen a wave of violent crime in recent years.
Last month, eight people were killed in a shootout in Los Cabos.
Mass graves, sometimes containing hundreds of bodies, have become all too common in Mexico as drug cartels battle each other and the army over the lucrative narcotics trade.
The drug war has left more than 200,000 people dead or missing since 2006.