Two released migrants told the authorities that 17 migrants were being held hostage inside a safe house, a Tijuana police chief reported.
One migrant, Leandro Martinez, told police he had been kidnapped 10 days ago by a gang which smuggles illegal immigrants across the border into the United States.
Martinez said captors had dropped him off with another migrant but had kept the other captives, adding that he did not know for how long they had been kept captive.
Police say they are trying to find out where the safe house might be located.
A week ago the authorities discovered the bodies of 72 migrants who had been shot and left in a ranch in the northern Mexican state of Tamaulipas.
Police blame drug cartels for the killings, as gangs often kidnap poor migrant workers and force them in prostitution or unpaid labour.