"Mission accomplished: We got him. I want to inform Mexicans that Joaquin Guzman Loera has been arrested," Pena Nieto wrote on Twitter.
A presidential spokesman confirmed the authenticity of the tweet to AFP, but declined to give more details, saying that a press conference would be held later today.
Mexican marines have conducted extensive operations in the northwestern states of Sinaloa and Durango in search of the since the 58-year-old drug lord's spectacular July 11 escape.
News of his arrest came shortly after the navy reported that five suspects were killed in a clash with marines in the Sinaloa city of Los Mochis, but it did not indicate whether it was related to Guzman.