Mexican police are searching for three men shown on surveillance video leaving the building where photojournalist Ruben Espinosa was killed.
The bodies of Mr Espinosa and four women were found in a flat in the Narvarte district of Mexico City on Friday.
They had been tied up and shot dead.
Mexico City prosecutor Rodolfo Rios Garza said the three men were the prime suspects in the murder, which has shocked Mexico City residents.
The surveillance footage shows them leaving the flat at 15:02 local time, 50 minutes after Mr Espinosa sent a text message to a friend, his last known communication.
Investigators said one of the men was pulling a suitcase.
Another can be seen getting into a red Ford Mustang which belonged to one of the victims.
The car was found abandoned on the outskirts of Mexico City on Monday.
The bodies of the five victims were found by one of their friends in the flat on Friday evening.
Investigators said three of the four women had been raped and the body of Mr Espinosa showed signs of torture.
Mr Rios Garza said they were looking into all possible motives for the crime.
On Sunday, officials said the fact that one of the victims’ cars had been taken pointed to a robbery.
But the theory was dismissed by the editor of news magazine Proceso, for which Mr Espinosa took photos.
The editor said that the brutality of the crime suggested it was not a simple robbery.
Mr Espinosa spent eight years working in the eastern Mexican state of Veracruz, where almost a dozen journalists have been killed in the past years.
He moved to Mexico City in June saying he had been harassed and threatened.
One of the female victims, Nadia Vera Perez, was a student activist in Veracruz and had worked there with Mr Espinosa.
She was highly critical of the Veracruz governor.
She had moved to Mexico City to work as a cultural promoter.
The three other victims were the cleaner and two women who shared the flat with Ms Vera Perez, one of whom is believed to be Colombian.
While the motive behind the crime remains unclear, rights group say it suggests that journalists who have come under threat in violence-ridden states are no longer safe in the capital.
According to the Committee to Protect Journalists, 31 journalists have been murdered in Mexico since 1992 in connection with their work.