If Lazcano's men took the body, it would not be the first time something of the kind has happened in Mexico's drug war. In 2010, police killed Nazario Moreno, leader of La Familia cartel, in a firefight in western Mexico, but gunmen carried off his body into the hills before it could be recovered.
While the government and rival gangs may welcome Lazcano's death, the failure to guard his body is an embarrassment, and a battle for control of the Zetas could become a big headache for President-elect Enrique Pena Nieto, who takes office on Dec. 1.
Calderon hailed the navy in a speech on Tuesday saying that "all the available evidence clearly indicated" Lazcano had been gunned down on Sunday. But the president did not say that he knew for sure Lazcano was dead.
U.S. authorities were also unable to confirm the death of Lazcano, who was identified in Mexico from the prints of three fingers on his right hand, the navy said.
However, Interior Minister Alejandro Poire said on Tuesday evening there was "no doubt" that the dead man was Lazcano.
Photographs published by the navy showed the body of a man in a dark shirt stained with mud lying on a table, his face similar to mugshots of Lazcano, a former Mexican special forces soldier who defected to join the Gulf Cartel in the 1990s.
The navy has played a major role in the crackdown on the cartels, claiming three of the most wanted bosses in the past month alone. Some experts say it is more trusted by U.S. intelligence services than the army and the federal police.
Coahuila prosecutor Ramos said Lazcano and the other man were confronted on Sunday by Marines who had received a tip-off about two men in a vehicle acting suspiciously.
In the ensuing fight by a welcome sign to the arid village of Progreso about 80 miles (130 km) from the U.S. border, the men attacked the Marines with grenades. A grenade launcher and a host of other weapons were later found inside the vehicle.