State-run firm Pemex said one of its employees and two contractors from the Cotemar company were not accounted for following the blaze on an oil processing rig on the Gulf of Mexico.
The attorney general's office said it opened an inquiry into possible crimes including property damage and homicide. It deployed officials from the Criminal Investigation Agency, some specializing in fires, explosives and mechanical engineering.
The ASEA agency, which is in charge of safety in the energy industry, said its own staff began to work after water was poured overnight to cool down the Abkatun A-Permanente platform.
Pemex said it managed to avoid an oil spill. After an inspection, it determined that the rig was structurally in "adequate condition" to resume operations, although further checks are being conducted.
Around 300 workers were evacuated to safety during the emergency. Sixteen workers were initially hospitalized, and nine were still being treated, including two in serious condition.
It was the latest fatal incident to hit Pemex in recent years. In 2007, two Pemex platforms collided in the Gulf of Mexico, killing 21 workers and causing a large oil spill.