Authorities suspect members of the Jalisco New Generation Cartel (CJNG) may have been behind the attack.

According to the State Prosecutor's Office, the explosion happened at around 20:00 as activities for the Regional Prickly Pear and Grape Fair were taking place in the town centre.

The blast sparked a fire and damaged 17 properties, including homes, commercial premises and the police command. Several vehicles were also damaged, including two patrol cars.

State and federal security units were deployed to the area alongside ambulances following the explosion.

"The state government came specifically to assess the material damage around the blast wave of the explosion and to take up the issue of all the damage and meet needs," Ojocaliente Mayor Juan Manuel Zambrano Jimenez said after visiting the scene.

Residents have since renewed calls for the police command to be relocated away from the residential area, saying its location puts nearby homes at risk.

"It is time to make a nationwide appeal to the federal authorities, to President Claudia Sheinbaum, for her to come here and see the damage along with all our neighbours. We no longer want the Police Command to remain here, because it poses a risk to everyone," affected resident Marcos said.

Another resident, Teresa Medellin, said the attack reflected the insecurity people in the area face.

"What country are we living in? And the lady [Claudia Sheinbaum, President of Mexico] says nothing is happening because nothing happens to her. We are living under terrorism. You cannot live like this," she said through tears.

The State Prosecutor's Office is investigating a possible CJNG connection. Zacatecas Attorney General Cristian Paul Camacho told local media that one vehicle used in the attack had a serial number matching a vehicle reported stolen with violence in Jalisco in April.

Authorities believe that evidence, combined with the criminal group's presence in the region, strengthens the line of inquiry.

Camacho also linked the investigation to Saturday's arrest of "William N", 18, following an assault against municipal police in Villa Garcia, near the border between Zacatecas and Aguascalientes.

The prosecutor did not rule out the possibility that the attack on the Ojocaliente police command was carried out in response to the arrest.