Security Minister Sergio Berni says authorities received information that 'El Chapo' tried to cross the Chilean-Argentine border.
The Central American country also requested the extradition of a Mexican couple involved in a criminal network that trafficked cocaine.
The search warrants were carried out in three states: Puebla, Sinaloa and the State of Mexico.
Officials think the drug lord injured a leg and his face in evading capture.
Banco Continental is owned by the Rosenthals, one of the families with more political and economic power in the country.
This is the second arrest warrant for extradition issued in less than two months against the leader of the Sinaloa Cartel.
In a report, the Drug Enforcement Administration identified the following cartels that operate cells within the U.S.: the Sinaloa Cartel, Gulf Cartel, Juárez Cartel, Knights Templar, Beltrán-Leyva Organization, Jalisco New Generation Cartel, Los Zetas, and Las Moicas.
The Sinaloa cartel operates in the Honduran departments of Gracias a Dios, Colón, Cortés, Copán, Santa Bárbara and Olancho.
Manuel Jesús Gutiérrez Guzmán was condemned in New Hampshire.