MEXICO CITY (Reuters) - Two Canadian tourists gunned down at a Cancun hotel last week had debts linked to international illicit activities, a Mexican prosecutor said on Tuesday.

       Oscar Montes de Oca said that the two 34-year-old men killed on Jan. 21 had criminal records in Canada that included crimes of drug and arms trafficking, and that their perpetrators had followed them for several days before the killings.

       A third person, a woman who was in a relationship with one of the victims, was wounded in the shooting and is still recovering in a local hospital, the prosecutor said.

       The victims were part of a group of 10 tourists who had traveled to Quintana Roo in the Yucatan to spend their vacations at the five-star Hotel Xcaret.

       Mexican authorities said at a news conference that they have arrested two people identified only as Christian 'R' and Nhu 'T'.

       Christian 'R' was the Mexican hitman initially hired to kill the victims but another unidentified criminal traveled to Cancun when the first attempt failed.

       Nhu 'T' is linked to the organization of the crime as video footage showed she entered the hotel as a tourist and exchanged information with the prime suspect of the crime minutes before the killings.

       Authorities are still investigating who organized and financed the crimes.

       (Reporting by Valentine Hilaire; Editing by Sandra Maler)