Castro shone in his first season with Sundowns in 2015/16, contributing 15 goals and five assists in 35 games in all competitions.
However, he has since struggled with injuries and form, finding it hard to feature in a Brazilians frontline that includes Percy Tau, Khama Billiat and Yannick Zakri among others.
According to a source close to Castro, the Colombian has set his heart on leaving Chloorkop.
"Castro has made his mind. He is not staying with Sundowns next season," says the informant.
"His next destination is set to be at Naturena."
Castro, who did not feature in the 2-1 loss to Chiefs on Tuesday, is contracted to Downs until June 2018.
Amakhosi could not be reached for comment.