US probes how gun bought by ex-official found at Mexican crime scene PHOENIX (Reuters) - Federal authorities were probing how a gun bought by a former top U.S. federal agent in Phoenix ended up at the scene of a fatal shootout that killed a beauty queen in Mexico, a U.S. law enforcement official said on Wednesday. The weapon, found after a face-off between members of the Sinaloa drug cartel and Mexican military police, had been originally purchased by former Alcohol, Tobacco, Firearms and Explosives Assistant Special Agent in Charge George Gillett, said the U.S. official, who declined to be named. Killed in the deadly gun battle was Mexican beauty queen Maria Susana Flores Gamez and four others. The U.S. Justice Department Office of the Inspector General was investigating, the official said. Gillett, who could not be reached for comment, was a key supervisor in a botched ATF sting known as "Fast and Furious," a controversial operation that allowed more than 2,000 weapons to slip across the U.S. border into Mexico. The bungled operation, triggered by gun purchases made in the Phoenix area, was envisioned as a way to track weapons from the buyers to senior drug cartel members. Two of those guns were discovered at the murder scene of U.S. Border Patrol Agent Brian Terry, killed in a shoot-out with suspected border bandits in southern Arizona in December 2010. It was not clear if the fatal bullets came from the weapons. The gun found at the November crime scene in Mexico was an FN Herstal pistol, a high-powered weapon favored by Mexican drug cartel members, according to the law enforcement official. The source said the weapon was purchased in the Phoenix area. Gillett acknowledged to CBS News the gun was likely his, but said he sold it through the Internet in 2011. He declined to tell the Los Angeles Times why he purchased the pistol or how it ended up in the fatal shooting in Mexico. I've got no comment. I can't discuss it," he told the paper. But it was a lawful transaction. Justice department officials in Washington, D.C., did not respond to a request for comment. Editing By Cynthia Johnston