The interview, conducted in October in the Mexican jungle, is published in January 9 edition of Rolling Stone magazine.
El Chapo (Shorty) Guzman escaped from the maximum security Altiplano jail in July and was recaptured on January 8.
According to Mexican officials, Sean Penn’s secret meeting helped lead them to the fugitive who is back in Altiplano.
Their comments chime with public pronouncements by Attorney General Arely Gomez, who said on January 8 that an important aspect of his recapture “was discovering Guzman’s intention to have a biographic film made”.
“He contacted actresses and producers, which was part of one line of investigation.”
In the Rolling Stone article, the result of a seven-hour “sit-down”, Sean Penn and El Chapo Guzman discuss various topics, including drug trafficking.
El Chapo Guzman, 58, is quoted as saying: “If there was no consumption, there would be no sales.”
The drug lord also rejects responsibility for drug addiction, saying “the day I don’t exist, it’s not going to decrease in any way at all”.
The meeting, apparently arranged by Mexican actress Kate del Castillo, took place in a remote part of Durango state, a Mexican official told Associated Press. Durango borders Sinaloa state, the center of El Chapo Guzman’s operations.
A picture of El Chapo Guzman in Rolling Stone shaking hands with Sean Penn is dated October 2. Two weeks later, the Mexican authorities reported that the cartel leader narrowly evaded recapture in northwest Mexico and suffered face and leg injuries as he fled.
The authorities said they could have fired on El Chapo Guzman at his hideout, but decided against because he was with two women and a child.
Another source, quoted by Reuters, said the Mexicans were considering investigating Sean Penn and Kate del Castillo.
Mexico meanwhile says it will begin the process of extraditing Joaquin Guzman to the United States, in line with extradition requests from 2014.
El Chapo Guzman, who was one of the world’s most wanted drug traffickers, escaped from jail through a tunnel dug in the showers.
That was his second escape – he was first arrested in Guatemala in 1993 and escaped from Puente Grande jail in 2001, reportedly in a laundry basket after bribing officials.
The drug lord was on the run for 13 years before being held again in 2014. Previous requests from the US have been turned down.
No detail was given about the time frame for an extradition but experts say the process could take months.
Mexico attorney general’s office said that lawyers for El Chapo Guzman would have three days to file objections and 20 more days to prove them, though that timeframe could be extended, AFP reports.
In a statement welcoming El Chapo Guzman’s recapture, US Attorney General Loretta Lynch said he had caused “significant violence, suffering and corruption on multiple continents”.
The US filed requests in 2014 for his extradition so he could face charges of smuggling vast amounts of drugs into the country.
El Chapo Guzman, who was named Public Enemy Number One by the Chicago Crime Commission in 2013, has been indicted by at least seven US federal district courts.
He was recaptured in the north-western city of Los Mochis in his home state of Sinaloa – which he had come to dominate through his drugs cartel.
During the raid, El Chapo Guzman managed to flee through a drain but was later caught by marines in a shootout. Five suspects were killed in the operation and one marine wounded.
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