The Mexican government was also aware before the trip of Castillo's communications with the drug kingpin, a Mexican official said.
Mexico "had information prior to the trip that there had been a connection made between Kate del Castillo and El Chapo," the Mexican official said. The official said they got the information from text message intercepts.
U.S. authorities suspected he was in Mexico to meet with Guzman but were not certain that was the case, according to multiple officials. The U.S. authorities were alerted to Penn's trip soon after his arrival, sources said.
One suspicion was that Penn was trying to broker a movie deal. The full extent of Penn's interaction with the cartel kingpin did not become clear until the Rolling Stone article published, one of the officials said.
The actress had already gained widespread attention for her public support of the Sinaloa cartel leader, after social media posts back in 2012. That was in part why Penn's relationship to the Mexican actor was of interest to law enforcement, official said.
After Penn landed in Mexico, Mexican officials asked the U.S. government for assistance getting cell phone records in an effort to track El Chapo, one of the U.S. law enforcement officials told CNN. The U.S. official did not say if the U.S. complied, and the Mexican official could not confirm a request had been made.
Attorney General Loretta Lynch would not comment on the Mexican's request when she sat down Wednesday for an exclusive interview with CNN, saying she could not comment on "operational" details.
"What I can say is we are gratified the capture was successful. And we look forward to having El Chapo face justice in American courts," Lynch said.
Lynch said the U.S. was "pleased to provide support" but would not detail what that assistance was.
Shortly after arriving in the country, Mexican authorities lost track of the actors, the officials said.
According to one of the U.S. officials, once Mexican authorities lost track of the pair, they suspected that Penn and his team may have been going to meet El Chapo and at the very location the Mexicans were planning to launch an operation to grab Guzman.
While there was no proof at the time they met with El Chapo at that location, the operation was delayed for a period of time because of the possibility the actors may have been there.
But Lynch said the U.S. is very interested in bringing Guzman back to the U.S. to face the charges that multiple jurisdictions have filed against the drug lord.
"Look at the number of cases he's involved in ... which cover several years' worth of his criminal activity on behalf of Sinaloa Cartel," Lynch said. "In fact, the depth and breadth of his criminal organization, the amount of money he has siphoned off of Americans who are addicted to the poison that he peddles. Obviously, he's a very, very important target for us. And again, we await the results of the Mexican court."