Police tell ABC7 News that Castro went to Area 3 headquarters around midnight on Thursday night with his attorney and was interviewed for several hours before being released.
Castro has not been charged.
The Chicago Cubs player has been accused of sexually assaulting a woman after a night of drinking last fall. The alleged victim is a woman in her 20s who claims Castro attacked her in his State Street apartment after she met him at a River North bar while out with friends.
Sources tell ABC 7 News that Castro was with friends at the Crescendo night club and they left at 3 a.m. with several young women who went back to his apartment. The alleged victim claims she woke up to find Castro on top of her. Sources tell ABC7 that a witness said she was flirting with Castro and went into his room willingly. According to sources, there is video of the alleged victim walking out of the lobby of Castro's apartment building early in the morning.
The police report initially filed in the case is heavily redacted, obscuring virtually all details.
Castro issued a statement late Friday afternoon: "I personally, and through my attorneys, have fully cooperated with the police in this matter. Unfortunately, I cannot address the matter further at this time while the investigation is taking place. I understand that being a member of the Cubs means being a hard worker on the field and a good citizen off the field, and I always want to carry myself in a way that exceeds high exceptions."
Questioned at this weekend's Cubs Convention in Chicago, new Cubs President Theo Epstein addressed the Castro situation.
"I just preach patience. That's the approach we're taking. We need to wait and see how the facts develop before we comment too much," said Epstein.
Teammates have spoke within Castro and are defending him.
"It's a difficult moment for him, but I believe in him and know he didn't do anything wrong," said Alfonso Soriano, Cubs outfielder.
The Chicago Police Department says that their investigation is ongoing.