Department spokesman Dan Williams says the man was found digging under a descanso along the upper Pecos River last month. A descanso is a marker where someone has died or their ashes scattered.
Williams says the man told officers he was digging for Fenn's treasure. Fenn has published a memoir with a poem of clues to the treasure's location.
Williams says it is illegal to dig on state game commission land without permission. And he notes that if any treasure is found, it would be property of the state. Federal forest officials say similar rules apply on federal lands.