Casillas has been linked to a number of clubs, with Premier League side Arsenal being the latest, but the player said that his intention is to stay and fight for his place.
"My future is at Real Madrid because I have a contract with them and because I've been there since I was nine, it's my life-long club and where I would like to be," he told reporters.
"Now what we need to do is think about what's next, which is to try and get as many points as possible in the league, for the club and for the team. And then fight for the Copa del Rey, which will be a different final, nice, at the Bernabeu, and we need to try and win it for the fans, who deserve some joy."
Casillas lost his spot in the team twice this season; first he was dropped by Jose Mourinho before Christmas and then a hand injury kept him out more recently.