Castillejo was speaking ahead of Thursday's Europa League clash with Shamrock Rovers.
“The coach told us from the first day we heard about our opponent, that Shamrock are a tough team," Castillejo told DAZN.
“They are the strongest in Ireland and play beautiful football. It will be very difficult."
Castillejo says Pioli is an excellent man-manager.
“I remember after the Cagliari match, he said some beautiful words to me. He's a coach who talks a lot, he's very close to the players.
“Even when he was on holiday, he made himself heard through messages or phone calls. This is very good for the players because they know the coach cares about them and they look forward to giving more.
“Beyond being a great coach, he's a beautiful person."