Border Patrol officers first spotted the white Ford Excursion sports utility vehicle yesterday off the side of Interstate 8 in western Pinal County, about 100 kilometres south of Phoenix, Pinal County Sheriff Paul Babeu said.
When the agent turned around, the SUV "fled at high rates of speed," Babeu said.
Aided by daylight, authorities spotted "numerous tracks off the road" and followed them for some distance before coming across a smoldering vehicle.
"That's when the Border Patrol agents went up to the vehicle with fire extinguishers and realized there were bodies inside, clearly deceased," Babeu was quoted as saying by CNN.
None of the five killed was in the SUV's front seat. One was in the second row and the other four bodies were found "laying down flat in the cargo area," Babeu said.
A cause of death for the victims, who have not been identified, is not yet known.
The charred vehicle was the same make and model as the one spotted by the Border Patrol agent hours earlier.
Authorities are investigating whether the bodies found are linked to violence by Mexican drug cartels.
The incident took place in the Vekol Valley, a hotbed of drug-and human-smuggling activity, according to Babeu, who said his department conducted 350 high-speed chases in the area last year in an effort to curb such crime.
"It looks like it's a cartel hit, where they exact revenge on people," the sheriff said, calling a drug link "very likely" while noting there's been no definitive conclusion yet.
"It happens all the time in Mexico; our fear and concern is that this violence is spilling over deep into the heart of Arizona."
