A wave of violence has broken out in Mexico after the country's most wanted drug baron was killed in an operation seeking his arrest.

Nemesio Oseguera Cervantes, known as "El Mencho", was the leader of the feared Jalisco New Generation (CJNG) drug cartel and died after being seriously injured in clashes between his supporters and the army on Sunday, February 23.

Four CJNG members were killed during the operation in the town of Tapalpa, in the central-western Jalisco state, and three army personnel were also injured, the Mexican defence ministry said.

Retaliation for the drug lord's death has seen violence spread to at least a dozen states, with CJNG blocking roads with burning vehicles.

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