Since then, Mexican officials have said Mr. Guzmán’s meeting with Mr. Penn was being monitored. Mexico’s attorney general said the authorities had been able to track down Mr. Guzmán because he met with actors and producers, a reference to Mr. Penn’s visit.

Mr. Penn denied that his meeting with Mr. Guzmán had contributed to his subsequent capture. He said he believed the Mexican government said it had tracked his visit in part because they wanted to blame him and to encourage the cartel to put him in their cross hairs.

“There is this myth about the visit that we made, my colleagues and I, with El Chapo, that it was — as the Attorney General of Mexico is quoted — ‘essential’ to his capture,” Mr. Penn said. “We had met with him many weeks earlier, on October 2nd, in a place nowhere near where he was captured.”

“So, as far as you know, you had nothing to do, and your visit had nothing to do, with his recapture?” Mr. Rose asked.

“Here’s the things that we know: We know that the Mexican government — they were clearly very humiliated by the notion that someone found him before they did,” Mr. Penn said. “Well, nobody found him before they did. We didn’t — we’re not smarter than the D.E.A. or the Mexican intelligence. We had a contact upon which we were able to facilitate an invitation.”

“Are you fearful for your life?” Mr. Rose asked.

“No,” Mr. Penn said.

In a brief email exchange with The Associated Press this week, Mr. Penn said of his meeting with Mr. Guzman: “I’ve got nothing to hide.”