The left-back, who completed a move to the La Liga side at the weekend, had been without a club after leaving Rayo Vallecano at the end of last season.
"I think the Malaga project sounds really exciting. I didn't hesitate for a second once I received the call from Malaga," he told reporters at a press conference.
"I am so grateful for this opportunity and the faith the club has shown in me since my injury. I will be eternally thankful to Malaga. This is a wonderful opportunity for me to return to playing football, and hopefully put everything that happened last season behind me.
"I've got much more confidence now and I'm thrilled to be here. I'm pacey on the pitch and handle the ball well, both in defence and on the attack. I've really liked the matches I've seen Malaga play so far, they've shown excellent game play and a solid defence."
Casado is currently recovering from a cruciate knee ligament injury.