He was paraded before cameras as he was bundled into a marines helicopter to Altiplano prison in central Mexico.
He escaped from there in July through a tunnel dug in the showers.
Guzman was arrested in the city of Los Mochis in his home state of Sinaloa - which he had come to dominate through the drugs cartel he led.
During an early-morning raid on Friday, he managed to flee through a drain but was later caught by marines amid a shootout.
Six people, including one marine, are reported to have been killed.
Mexican President Enrique Pena Nieto described Guzman's arrest as a "victory for the rule of law".
Later on Friday Attorney General Arely Gomez told reporters: "Guzman Loera will be taken again to Altiplano", some 90km (55 miles) west of Mexico City,
Katy Watson, BBC Mexico and Central America reporter
The capture of El Chapo will be a big boost to President Enrique Pena Nieto's administration.
The escape last July of Mexico's most-wanted criminal was politically embarrassing. It made the government look stupid at best and institutionally corrupt at worst - many people doubted El Chapo's escape could have happened without inside help.
It was made worse too by the fact that the president had previously said that if he escaped again it would be unforgivable.
Mr Pena Nieto has called the arrest "mission accomplished" - hopefully it is third-time lucky for the government with El Chapo remaining behind bars and the president's legacy not being that of allowing a violent criminal to escape.
The US congratulated the Mexican government but did not indicate whether prosecutors would seek Guzman's extradition.
In a statement, Attorney General Loretta Lynch said Guzman had caused "significant violence, suffering and corruption on multiple continents".
Guzman's July escape was his second - he was first arrested in Guatemala in 1993 and escaped from Puente Grande jail in 2001, reportedly in a laundry basket after bribing officials.
He was on the run for 13 years before being held again in 2014.