Rebecca Rutland, 41, and her fiancé, Richard Coleman, 51, flew back to Toronto on Tuesday as the embassy released details about Mexico's investigation into the alleged assaults.
"It is really good to be home," Rutland told CBC News, shortly after arriving in Toronto. "There's something to be said for Canada."
The embassy said that according to preliminary information, Rutland and Coleman were drinking at a bar in the coastal resort town and "started a fight and attacked each other."
"During the brawl, they hit a car whose driver requested the assistance of the police, which eventually arrested both intoxicated," the embassy said in a statement.
The couple were released that afternoon, according to the embassy, and upon arriving at their hotel, required staff assistance to file a complaint at the district attorney's office.
"An investigation by the authorities of Quintana Roo state is ongoing in order to determine whether a crime was committed and, if it's the case, prosecute and punish whoever is responsible," the embassy statement said.
Rutland, a social worker working on her thesis in Thunder Bay, Ont., has offered a different version of events. She said the couple attracted the attention of the police that day when Coleman got into an argument with a man on the street who tried to pick up Rutland.
The couple said four police officers intervened, leading to a heated exchange and, eventually, their arrest.
Once in jail, Rutland said, two police officers took turns raping her. Coleman said while he was being detained in another cell, he learned about Rutland's alleged rape from fellow inmates and then tried to kill himself, hoping the act would draw attention to his partner's plight.
Coleman said officers found him trying to hang himself with a shirt, then beat him and re-cuffed him.
The couple said 18 hours after their arrest, they were released from jail after paying a 1,600-peso ($130 Cdn) fine. The couple also allege officers robbed them of hundreds of dollars and other valuables.
Mexican authorities deny that Rutland was sexually assaulted and dispute the couple's version of events.
Foreign Affairs Minister Lawrence Cannon said Tuesday that Ottawa is asking the Mexican government to "get to the bottom" of the allegations.
"We have asked the Mexican ambassador not only to look at [this case], but we've asked him to set an inquiry in place," Cannon said Tuesday.
"We take these allegations very seriously."