The 23-year-old, who was described by his family as "gentle", died in August 2019 after being stopped by police on his way back from the shop after someone called police about a "suspicious" person in the neighbourhood.
The city's interim police chief, Vanessa Wilson, said the department became aware of the photos when another officer reported them to the department's internal affairs division.
According to Ms Wilson's statement, "multiple Aurora police officers were depicted in photographs near the site where Elijah McClain died".
"Thursday afternoon, I was apprised of allegations reported to Internal Affairs by an Aurora Police Officer alleging multiple Aurora Police officers were depicted in photographs near the site where Elijah McClain died," she wrote. "All involved officers were immediately placed on administrative leave with pay in non-enforcement capacities."
Ms Wilson said she then ordered Internal Affairs to begin an investigation, which she said was completed on the evening of 29 June.
"This investigation will be publicly released in its entirety promptly upon its conclusion. This will include reports, photographic evidence obtained, officers' names, and my final determination which can rise to the level of termination," she wrote.
Until the photos are released with the department's report, it is unknown what the officers were doing at the site of Mr McClain's death. However, CBS Denver reported the photos show the officers allegedly reenacting the chokehold that was used on Mr McClain before his death.
Mr McClain was arrested on 24 August, 2019, when someone saw him and called the police on him, calling him "suspicious".
Responding officers tackled Mr McClain and handcuffed him. He was unarmed and restrained, but responding officers put him in a chokehold. Paramedics then gave him ketamine to sedate him. Body camera footage from the arrest shows Mr McClain pleading for help, claiming he was having problems breathing.
"I just can't breathe correctly," he said.
On the way to the hospital, he went into cardiac arrest and died a few days later.
The officers involved in his death were found to have not violated the department's policies and the district attorney overseeing the case decided not to pursue prosecution.
NBC News reported that those officers - Nathan Woodyard, Jason Rosenblatt and Randy Roedema - have been removed from patrol duty for their own protection.
Mr McClain's death has received newfound attention in the wake of the deaths of George Floyd and Breona Taylor. Protests against systemic racism and police brutality have been under way across the country for weeks.
Aurora police recently broke up a violin vigil honouring Mr McClain during which officers pepper sprayed attendees. The city's mayor announced it would hold a special city council meeting to discuss the department's use of force.
"The tragic death of Elijah McClain brought out many peaceful people over the weekend who want their voices heard, and unfortunately there were disruptions that overshadowed the broader message," Aurora Mayor Mike Coffman said. "I look forward to working with City Council to understand more and make sure we are upfront and transparent with our residents."