Jesus Guzman Salazar, 26, was indicted on drug trafficking charges in the US state of Illinois in 2009.
Earlier this month, the US treasury department imposed financial sanctions on him and his mother, Maria Alejandrina Salazar.
Last month, two other sons of Joaquin Guzman, Ivan and Ovidio, were also targeted by the treasury department. The measure means US citizens are not allowed to do business with them.
It is unclear whether Jesus Guzman Salazar will be tried in Mexico or extradited to the US.
El Chapo was jailed in 1993, but escaped from his maximum-security prison in a laundry basket eight years later.
He heads the Sinaloa cartel, which controls much of the flow of cocaine, marijuana and methamphetamine to the United States.
The US state department has offered a reward of up to $5m (Â£3.2m) for information leading to his arrest.