Casillas departed the Santiago Bernabeu for FC Porto after 16 trophy-laden years in the Spanish capital.
In his time at Los Blancos between 1999 and 2015, Casillas won three UEFA Champions League trophies, five Spanish La Liga titles and two Copa del Reys, amongst numerous other trophies.
He recently announced his intention to contest for the Spanish football presidency after being forced to retire following a heart attack he suffered in May 2019.
"I've rarely spoken about my departure from Real Madrid," Casillas wrote on Instagram.
"I gave a press conference alone, a mistake, and I left. 5 years have passed since then. 5 years since I crossed the border that took me to our neighbouring country: Portugal.
"I needed to feel something different again. Having a new environment, giving up being so exposed to criticism and wanting to improve.
"So friends, all players (whether good or bad) want to improve. And for this you have to improve the physical and the mental side. And the latter was important. In Porto I felt it again. Let them not tell you other things."
His message added: "I already knew it was going to be my last game. The Last Match. #iwillcomeback #madrid #buenasnochesmundo"
Casillas, who holds the record for most appearances in the history of the UEFA Champions League (177), captained Spain to win the European Championships in 2008 and 2012 as well as the FIFA World Cup in 2010.