Two bartenders were arrested in connection with Shabazz's killing, the attorney general's office said.
Shabazz was beaten while another man was threatened and stripped of his belongings, Rios said.
The suspects work at the bar where Mr Shabazz, 29, was beaten on 9 May 2013.
BBC: Undated photo of Malcolm Shabazz released by his family
Franklin Graham and Muslim leader Imam Izak-el Mu'eed Pasha of New York's historic Malcolm Shabazz mosque.
Shabazz appeared to have been beaten, but had no wounds from other weapons, Campos said.
Rios Garza said the men work at the bar, The Palace Club, where Shabazz and three people had drinks.
Shabazz, 28, was found just outside the bar by police at 3:30 a.m. one block south of Plaza Garibaldi.
Ryan Boatright had 17 points for Connecticut while fellow guard Shabazz Napier had 10 points and seven assists.
Last month, Malcolm Shabazz, the grandson of civil rights activist Malcolm X, was beaten to death at another Mexico City establishment.
Mr Suarez said he and Malcolm Shabazz had been invited to a bar on Wednesday night by a woman.
BBC: Undated photo of Malcolm Shabazz released by his family
All five suspects work at The Palace Bar, where Malcolm Shabazz was beaten.
BBC: Undated photo of Malcolm Shabazz released by his family
The former lawmaker had taken Shabazz under her wing and he had traveled with her to Libya on a trip.
Wainstein also could look into the UCLA case involving freshman Shabazz Muhammad.
The prosecutor's office said in a statement that Shabazz had been at "a place of recreation" and had been drinking beers that night.
"To all who knew him, he offered kindness, encouragement and hope for a better tomorrow, " the Shabazz family said in a statement Friday.
Police in Mexico have detained two men suspected of involvement in the murder of Malcolm Shabazz, the grandson of US political activist Malcolm X.
BBC: Undated photo of Malcolm Shabazz released by his family
Miguel Suarez, a union activist who was travelling with Malcolm Shabazz, said they had been in Mexico as part of their efforts to advocate more rights for Mexican construction workers in the United States.
BBC: Undated photo of Malcolm Shabazz released by his family
His verbal firewall reflected growing heat on the NCAA, which has been criticized for matters ranging from its inquiry into UCLA basketball recruit Shabazz Muhammad to its unprecedented punishment of Penn State football in the wake of criminal charges against Jerry Sandusky.
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