The pictures are part of a Mexican intelligence report that El Universal obtained after the bombshell revelation over the weekend that Penn and Mexican actress Kate del Castillo met the then-fugitive in October.
One photo, apparently taken from a distance, shows a man resembling Penn and a woman, identified as Del Castillo, arriving at the airport in the western city of Guadalajara on October 2.
Another picture shows the pair greeting a man before taking a car that took them to an airstrip in the neighboring state of Nayarit, the newspaper said.
Officials at the attorney general's office were not immediately available for comment on the article.
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Penn wrote in a Rolling Stone article published Saturday that he had received a "credible tip" that the US Drug Enforcement Administration "had indeed become aware of our journey to Mexico."
The US rock magazine posted an October 2 picture showing Penn shaking Guzman's hand.
A Mexican federal official told AFP on Sunday that the attorney general's office wants to question Penn and Del Castillo about their meeting with Guzman.
Guzman was finally captured on Friday in a military raid in Los Mochis, a coastal city in the northwestern state of Sinaloa, six months after his prison break.