Casillas is once again the undisputed No.1 under Carlo Ancelotti in 2014-15, but rumours surrounding his future persist following reports the European and world champions are hoping to lure David de Gea to the Santiago Bernabeu from Manchester United.
At 33, the keeper has been linked to a move to MLS and has said he would be willing to cross the Atlantic in the latter stages of his career.
"I have no problem of saying that I would like to play in the U.S," he told the Wall Street Journal.
"I would be unable to leave Real Madrid and join a competing team but I could leave to have an adventure, maybe not at that level in Europe, but something innovative and different in a growing league like MLS.
"I would like to experience a different kind of football and put into perspective all the time I've been at Real Madrid.
"It has been a tough year and a half. Only those close to me know about the suffering and the happiness I've gone through. This experience makes you stronger mentally and makes you focus on the things in life that really matter.
"I've been playing 40 or 50 matches each season for years and then I had an injury - that makes your game go down a notch.
"You understand that there are others who deserve to play and you can't do anything but wait for your opportunity."
The shot stopper also looked back on the past year with the Blancos and believes the current team can go on to retain their European crown.
"Winning La Decima lifted a huge burden," said Casillas. "We had gone 12 years without winning the Champions League. It was like lifting a huge weight and it will help the team move forward.
"Perhaps we are at a point at which we can win another European Cup. But knowing how tough that is, we need to be cautious. It's not easy."
Casillas has won three Champions League titles and five league crowns with Madrid as well as two European Championships and a World Cup with Spain.