A secret meeting Hollywood star Sean Penn held with the world's most-wanted drug boss, Joaquin "El Chapo" Guzman, to discuss a magazine article was essential to finding the fugitive, Mexico's attorney general says.

Guzman, head of the Sinaloa drug cartel, was captured on Friday following a months-long manhunt after he tunnelled out of a Mexican maximum security prison in July.

Mexico has said it plans to extradite him to the United States, where he is wanted for exporting hundreds of tonnes of cocaine, methamphetamine and heroin across the border.

But Mexican Attorney General Arely Gomez said that while extraditing kingpins takes on average a year, it could take up to five years in Guzman's case.

Rolling Stone magazine published an article by Penn on Saturday based on his interview with Guzman. Gomez said a line of investigation had been opened into the meeting between Guzman and Penn in early October at a jungle hideout, adding that any possible criminal investigation against the actor-director would depend on what, if any, deals he struck with Guzman.

US investigators will also examine Penn's interactions with Guzman, two US government sources said on Monday, but it was unclear if prosecutors would try to force the actor to turn over information about the interview.

Mexican Actress Kate del Castillo accompanied Penn to the meeting at an undisclosed location. Mexico's government had been following a Guzman lawyer who accompanied them. Mexican daily El Universal published photographs on Monday of Penn and Castillo that it said showed the pair being tracked at the time.

"It (the meeting) was an essential element, because we were following (Guzman's) lawyer, and the lawyer took us to these people and to this meeting," Gomez told local radio.

Penn, who has been criticised in the United States and in Mexico for his visit to Guzman, told the Associated Press on Monday: "I've got nothin' to hide."

Reuters could not reach del Castillo for comment.

In the interview with Penn published by Rolling Stone, Guzman said he felt neither remorse nor responsibility for smuggling billions of dollars worth of drugs into the United States. Nor did he consider himself a violent man despite countless murders blamed on him, he told Penn.