A group of armed men attacked a local police convoy near the town of Villa Union and the police began a car chase as the attackers were in four vehicles.
Three of the police officers are in a critical condition.
The security forces seized 20 weapons and three pick-up trucks from the gang.
Sinaloa's prosecutor-general said on Saturday that an investigation into the shootout was underway.
Sinaloa is one of Mexico's most chaotic states where violence has been on the rise as drug gangs are competing to capture the territory.
