The veteran goalkeeper signed on a season-long deal with Elche last week.
Casilla told AS: "Already six months ago I was considering returning home to Spain. I would like to thank Victor Orta (Leeds' Sports Director) for making this possible.
"I am here initially until the season ends, but if everything goes according to plan, I would like to continue. I want to stay in Spain.
"I have made a kickstart of my career and it will be too difficult for me to return to England."