Castro said before Saturday's game against the Cincinnati Reds that he's "happy it's over." He says the allegations made it tough to play every day.
Cook County prosecutors said Friday they would not file charges.
State's attorney spokeswoman Sally Daly said police and prosecutors reviewing the case found insufficient evidence to charge the 21-year-old player. His attorneys have said the allegations that he sexually assaulted a woman last fall are baseless.
Castro was chosen for the All-Star team last year in his first full major-league season when he batted .307 and led the National League with 207 hits.