Human rights observers Jyri Jaakkola, who's Finnish, and Beatriz Carino Trujillo, a Mexican political activist, were killed after gunmen attacked their convoy Tuesday.
They were attempting to deliver food and supplies, according to The Washington Post.
Mexico's Foreign Relations Department said all other foreigners -- most Europeans -- were "safe and sound."
"So far, local authorities have not provided information as to which of the armed groups active in the area is responsible for the killing," said Finland's Foreign Ministry in a statement.
After their convoy, with 27 people and signs on the cars announcing them as press and international observers, was attacked, the other Europeans had hid in the bush and later made their way to a small settlement, then Oaxaca.
Sources: The Washington Post, AP