Demonstrators set fire to two patrol vehicles in the southern Mexican state of Guerrero on Saturday during protests over the recent death of a student at the hands of police.

The vehicles were burned on a highway in the municipality of Tixtla, about 20 kilometres (12 miles) from the state capital of Chilpancingo, an AFP journalist saw.

Local media reported that the vehicles belonged to the National Guard, and that protesters had detained the occupants for a time.

The protests began after one student from the Ayotzinapa teacher training college was shot to death and another wounded in a confrontation with police in Guerrero on Thursday.

President Andres Manuel Lopez Obrador previously said the pair were traveling in a stolen car when police ordered them to stop, and that the men in the car had opened fire first. 

According to the Guerrero public security secretariat, a firearm was found in the vehicle.

Some, however, have rejected the official version of events, and students from Ayotzinapa went to demonstrate in Chilpancingo after the incident, allegedly setting fire to at least one vehicle.

The shooting is under investigation by the attorney general and state prosecutor's offices.

It took place against a backdrop of flaring tensions over the case of 43 students from the same college who went missing nearly a decade ago.

The day before the shooting, protesters smashed open a door to Mexico's presidential palace demanding to meet Lopez Obrador to discuss the case.

The 43 students had been traveling to a demonstration in Mexico City when investigators believe they were kidnapped by a drug cartel in collusion with corrupt police. 

The exact circumstances of their disappearance are still unknown, but a truth commission set up by the government has branded the case a "state crime", saying the military shared responsibility, either directly or through negligence.