MEXICO CITY — When Mexico’s most powerful drug lord, Joaquín Guzmán Loera, escaped from prison last month, he walked out of captivity and straight into the conspiracy-obsessed imaginations of his countrymen, who are willing, it seems, to believe almost anything except what their government tells them.

The official version of the escape is that Mr. Guzmán, who is known as El Chapo, or Shorty, slipped through a hole in the floor of the shower of his cell and then out through a mile-long tunnel secretly dug under the walls of what was supposed to be the country’s most secure prison.

But for the government here, what may once have been a credibility gap is now a chasm of disbelief, and by the millions Mexicans are not buying it.

“The government wants to sell us a tale in which no one knew about the tunnel and he got away,” said Carlos Castaños, an opposition legislator from Sinaloa, Mr. Guzmán’s home state. “It’s like they think that Mexicans are all kindergartners and they’re going to believe anything they tell them.”