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.
Zapata, 32, and Avila were attacked when gunmen forced the agents' sport utility vehicle off the highway while en route to Mexico City. Avila was shot twice in the leg and is recovering in the U.S.
U.S. Homeland Security Secretary Janet Napolitano and U.S. Attorney General Eric Holder attended Zapata's funeral Tuesday in his hometown of Brownsville, Texas. Both vowed to continue helping Mexico in its war against drug cartels battling for lucrative trafficking routes into the United States.
The Homeland Security and Justice Departments formed a joint task force led by the FBI to help Mexico find the killers.
Associated Press Writer Alicia A. Caldwell contributed to this report from Washington.