The 27-year-old has been tipped to join St George Illawarra, and Gill has promised that he will not stand in the player's way.
"There is an Australian club that wants Rangi and Rangi has said that he would like to go there," Gill told Super League TV.
"We want to keep Rangi - he's our player - but ultimately it's going to be Rangi's call because we don't want to keep a player at Castleford Tigers who doesn't want to be here.
"If he wants to leave, then we'll make it happen and look at compensation."
Chase has been named in Castleford's 19-man squad for Friday's Tetley's Challenge Cup fourth round tie against Leeds Rhinos, which could be his final appearance for the club.