The department said in a brief statement that one of the suspects in the Feb. 15 killing of U.S. Immigration and Customs Agent Jaime Zapata is in custody.
It gave no other details but said it would provide more information later.
A U.S. law enforcement official familiar with the investigation said Wednesday that authorities have identified a "handful" of people with some connection to the shooting of Zapata on a federal highway in the northern state of San Luis Potosi.
The official, who spoke on the condition of anonymity because he wasn't authorized to discuss the investigation, said the roles of those identified by law enforcement are unclear, but they do have ties to cartels fight to control trafficking in the area.
The Zetas gang has been doing battle with its former ally, the Gulf Cartel in the region.
Last week, U.S. Rep. Mike McCaul of Texas said authorities believed gunmen for the ruthless Zetas gang were responsible for the shooting that killed Zapata and wounded fellow ICE agent Victor Avila.