Mauricio Fernandez could have been forgiven for sounding triumphant when he announced that the drug boss who had threatened to assassinate him had been shot dead by police in Mexico City.

Fernandez, the mayor of San Pedro Garza Garcia, the country's wealthiest municipality, was applauded when he revealed that Hector 'Black' Saldaña, a cartel chief turned kidnapper, had been killed.

The announcement, however, was premature – according to Mexico City prosecutors, Saldaña's blindfolded body was not found for another three hours, and was not identified until two days later.

Now Mexico, which often seems jaded by a steady stream of kidnappings, extortion and executions, is engrossed by the story of a murder foretold.

"I have just been informed that 'Black' Saldaña, who was apparently asking for my head, is dead in Mexico City," Fernandez said after his swearing-in as mayor last week.

"This is not a game for me, or for anybody. This is a war – and we are going to win."

Questioned by reporters over his apparent powers of premonition, the mayorsaid: "Sometimes there are coincidences in life … it's better to look at it this way."

But in a series of interviews this week, he was more vague, apparently willing to allow speculation that he had set up a paramilitary death squad to keep his town safe from kidnappers.

Fernandez said the information about Saldaña's death came from an intelligence group he had set up to orientate the activities of a "cleansing group" intended to take on kidnappers and other criminals "by fair means or foul".

Asked by one interviewer whether such a group would be acting outside the law, he said: "I don't understand why I should respect all the laws when they [the criminals] respect none."

He told another: "If these people want to kidnap and extort people [in San Pedro], then they will get what is coming to them.

"I don't see an alternative. They have to understand that this is not a game."

But although media commentators have expressed outrage at the prospect of wealthy communities setting up their own death squads, others seem to back the idea.

Beneath an online video showing Saldaña driving around San Pedro in a Lamborghini days before his death, one commentator wrote: "They should bring the mayor of San Pedro to the capital.

"The authorities here know who the criminals are, but they don't do anything. His decision to confront the criminals is definitive."

The apparent popularity of such tactics may explain the silence of the government and politicians, who have largely avoided commenting on Fernandez's apparent premonition.

Apart from death squads, the other main theory explaining the mystery is rooted in existing evidence that the mayor had at least contemplated making deals with drug barons whose families reportedly live in San Pedro.

Shortly before he was elected in July, Reporte Indigo, an investigative website, released a recording of Fernandez telling a small group of San Pedro residents that the presence of the Beltran Leyva cartel should help him implement his security plans.

"It isn't as complicated as I thought because the Beltran Leyva themselves are in agreement," he says.

"The way I understand it is that they value living in peace, and we have to take advantage of that."

Saldaña had reportedly worked for the Beltran Leyva's smuggling organisation until the arrest of several local leaders left it severely weakened and he turned to kidnapping.

One note left beside his body read: "For kidnapping." It was signed by the Jefe de Jefes, the Boss of Bosses – a recent nickname used by the druglord Arturo Beltran Leyva.

Another note read: "Job 38:15," a reference to the biblical verse that says: "The wicked are denied their light, and their upraised arm is broken."