The Defense Department says in a statement that a soldier and eight gunmen were killed in the battle Wednesday night in Tabasco, a town in the southern part of Zacatecas state. Two other soldiers were wounded.
The Thursday statement says the fight broke out when soldiers came under gunfire while investigating a tip about the presence of armed men.
The soldiers seized six assault rifles, three radios and two bulletproof jackets.
The statement gave no details about the gunmen.
Violence has increasingly erupted in Zacatecas, which lies between territory controlled by the Sinaloa cartel and territory disputed by the Gulf and Zetas gangs.