In a brief email exchange with The Associated Press, Penn also dismissed criticism over his interview with the fugitive, who was captured on Friday, a day before Penn's 10,000-word story was published in Rolling Stones magazine.
Mexican officials have said that contacts between Guzman's lawyers and Penn and actress Kate del Castillo helped them track down the fugitive and they raided his hideout in rural Durango state a few days after their October 2 meeting.
Guzman evaded authorities then, but was finally captured after a shootout Friday in the Pacific coast state of Sinaloa. Penn wrote in the Rolling Stone article of elaborate security precautions, including switching phones. As he flew to Mexico for the meeting, he wrote, "I see no spying eyes, but I assume they are there."
He was right and they had apparently been following del Castillo for months based on contacts with Guzman's lawyers. The Mexican newspaper El Universal published 10 images yesterday that appeared to show Penn being monitored as he arrived in Mexico.
In the photographs, Penn, wearing dark glasses and a baseball cap, is shown arriving with del Castillo at an airport, then at a hotel, and greeting the men who apparently took them to a small airstrip, from which they flew to the jungle camp to meet Guzman. The newspaper said the photos were part of a Mexican government intelligence file it had obtained.
Asked about the images yesterday, Penn would only say: "I've got nothin' to hide." The actor also shrugged off a suggestion that he was "taking hits" for agreeing to submit his article to Guzman prior to publication by Rolling Stone.
"No, you're reading hits," he said in the email exchange with the AP. In the article, Penn said Guzman requested no changes.
Penn stressed that he doesn't think his communications were tracked, and in an interview with a local radio station, Mexican Attorney General Arely Gomez said that Mexican investigators were following the movements of one of Guzman's lawyers, not necessarily Penn or del Castillo.
Asked whether Penn or del Castillo were under investigation, Gomez said a "new line" of inquiry had been opened that could include them or Guzman's lawyers, and could involve "covering up" for Guzman "or something bigger.
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