They said 11 of the bodies had been buried about two years ago in a desolate area about 40km (25 miles) southeast of Ciudad Juarez.
The remaining eight victims, who had been tortured and killed only days ago, were found along a road near the town of Rosales.
Chihuahua is one of the states hardest hit by drug-related violence in Mexico.
All the victims were male and had been shot dead. Many also showed signs of torture.
According to figures released earlier this year by Mexico's National Human Rights Commission, 16,000 bodies remain unidentified and a total of 24,000 people are missing.
Most of them are believed to be victims of fighting between rival drug gangs or the military response to the drug violence.
Mexican security forces have found 19 bodies in mass graves in the northern state of Chihuahua.