In addition to the deaths, several people were injured in the shooting.
At least 19 people were killed in a massacre in Mexico on Sunday.
Mexican authorities say in a statement they received an alert about the shooting at 1:30 p.m., Sunday night.
The shooting took place in a secret cockfighting incident in the city of Las Tinajas in the state of Michoacá.
News agency AFP says 16 of the victims were men and three were women. All the victims had gunshot wounds.
In addition to the 19 dead, several people were injured. There is no information about the motive for the act.
The state of Michoacán is one of the most dangerous areas in Mexico. The local leading Jalisto New Generation drug cartel is battling smuggling routes with several smaller gangs.
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