Two married Georgia deputies were arrested in Mexico for bringing their guns across the border for their safety, officials said Monday.

Crisp County sheriff’s Deputies Martelle Davis, 36, and Shawana Davis, 31, were arrested on Aug. 23 while on vacation in Cancun on charges of possession of weapons, magazines and live ammunition, officials said. The pair is out on bond and returned to the US on Monday.

Their weapons were found in their baggage during a customs check, WFXL-TV reported.

“After working closely with officials in the US and Mexico to resolve the issue, the two were released late Saturday on bond,” Crisp County Sheriff Billy Hancock said. “I can’t thank all those on a State and Federal level who took my phone calls to assist enough. Each one played an important role in the release of these two deputies. Our prayers have been answered.”

Martelle Davis had been with the sheriff’s office since 2014 and Shawana Davis joined the agency as a school resource officer, according to 13 WMAZ.

Hancock said the two didn’t violate agency policy, but violated Mexican law.

“Mexican law says that you cannot bring a firearm into their country,” he said. “They’re certified law enforcement officers. They’re trained to protect people, so they carried their weapons with them thinking in their minds that they are going to do what they do every day. Protect people and protect myself.”

He added that the pair took guns with them on their trip because of the recent homicides in the tourist resort area.

Eight bodies – two of which were dismembered and shoved in plastic bags – were found on the streets of Cancun on Tuesday, prosecutors said. The popular Mexican resort town has seen an uptick in violence in recent months. In April, 14 murders were reported in 36 hours.

The U.S. State Department issued a travel advisory earlier this month, telling travelers to “exercise increased caution in Mexico due to crime.”

Hancock said there will be an internal investigation.