Casillas has been dropped for young teammate Antonio Adan by coach Jose Mourinho.
But he says: "I have to thank the people for the affection that they've always shown for me. Since I was 17 years old I have been under the microscope. I've done what I have had to do to make people feel proud when I wear the shirt. It is gratifying that they would remember me. I have a special sort of affection and it is appreciated. This club is wonderful and I would like to retire here."