The dead include a seven-year-old girl, her mother and three teenage boys.
A spokesman for the Chihuahua state prosecutor's office said Monday the victims were apparently celebrating their team's victory in a local baseball game.
The motive is unclear. The killings occurred Sunday night in Loma Blanca, a town in the Juarez Valley east of the city.
It's one of the biggest massacres in the area since the 2010 killing of 15 people in an attack on a birthday party in a working-class neighborhood of Ciudad Juarez, which is across the border from El Paso, Texas.
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