Los Ramones Mayor Santos Salinas says nobody was injured.
But he told Reforma newspaper that all 14 members of the force resigned Tuesday, a day after the shooting.
Nobody answered the phones at Salinas' offices.
Los Ramones is in Nuevo Leon, a state torn by fighting between the Gulf and Zetas drug gangs. Police stations in small northeastern Mexican towns are frequently attacked, and several mayors have been assassinated.
Mexico's ill-equipped municipal forces often quit after cartel attacks.
President Felipe Calderon has proposed eliminating Mexico's municipal forces and replacing them with one force per state.
Meanwhile, the bodies of two men, one of them decapitated, were found in a Mexican border city Tuesday, and police suspect they may have been behind the massacre of 14 young people at a birthday party.
The bodies were found inside an SUV in Ciudad Juarez, said prosecutor Jorge Gonzalez Nicolas. One of them had been decapitated, and his head was left in the car. Both bodies had their hands and feet bound and bore signs of torture.
A sign left with the bodies accused them of killing women and children.
Gonzalez said the message raised the possibility that the two men were involved in the attack on the party Friday night.
Gunmen pulled up to two homes next door to each other in a lower-middle-class Ciudad Juarez neighborhood and opened fire on about four dozen partygoers gathered for a 15-year-old boy's birthday party.
The dead were 13 to 32 years old, including six women and girls.
Gonzalez said the survivors would be shown photographs of the faces of the two men found dead Tuesday. The two men appeared to be in their early 20s, which coincides with accounts from some of the survivors, he said.
One survivor has said that a gunman who appeared to be about 20 opened fire on the crowd after nobody would answer questions about a car parked outside the houses.
More than 6,500 people have been killed in Ciudad Juarez, across the border from El Paso, Texas, since a turf war erupted two years ago between the Juarez and Sinaloa drug cartels.
It has become the deadliest city in Mexico, where nationwide, more than 28,000 people have died in drug-gang violence since Calderon deployed thousands of troops and federal police in late 2006 to step up the assault on cartels.