Sean Penn & Kate Del Castillo: Watch Your Backs ... Cartel Revenge Is Real

Kate Del Castillo and Sean Penn need to beef up their protection STAT because El Chapo's henchmen are likely to seek revenge for his capture ... according to at least one security expert.

Del Castillo's getting credit for setting up Penn's interview with El Chapo, and an ex-member of Kate's security force tells us that's not a good look. The source says drug cartels "act on what they think, not what they know" -- and they could be thinking she and Penn led the marines, even accidentally, to El Chapo.

Our source suggests Del Castillo remain on this side of the border for now, since it's much easier for the cartel's goons to take out people in Mexico. There's been no specific threat made against Del Castillo or Penn, but we're told this is the kind of situation where you want to use an abundance of caution.