He spent Thursday night with Chicago police, who questioned him about the allegations. No charges have been filed against Castro.
"I personally, and through my attorneys, have fully cooperated with the police in this matter," Castro said in the statement issued by the Cubs on Friday. "Unfortunately I cannot address the matter further at this time while the investigation is taking place.
"I understand that being a member of the Cubs means being a hard worker on the field and a good citizen off the field, and I always want to carry myself in a way that exceeds high expectations," he said.
WBBM Newsradio in Chicago reported Castro was at the Area 3 headquarters Thursday, accompanied by his lawyer, Michael Gillespie. It was the first time police questioned Castro since the incident.
Castro stayed with Soriano in Chicago in 2010 when he was first called up to the big leagues. The veteran outfielder had talked to Castro a few times since the news broke about the allegations.
"I think he's upset because it's his second year in Chicago and when something happens like that, he's not happy with that," Soriano said. "I know him and I think he's very disappointed and I know he did nothing wrong.
"I talked to him a couple times, and every time I said to him, 'You have to be careful because you don't know who's good and who's bad,'" Soriano said. "'If you know a guy for a long time, you can trust that guy.' I'm very sad at what happened to him."
According to the police report, the woman was drinking with friends at a River North nightclub in Chicago on Sept. 29 when she met Castro. Sources said the woman and a friend left the bar at 3 a.m. and went to Castro's apartment nearby. The woman told police that she passed out, and when she came to, the alleged offender was sexually assaulting her. She yelled, and left the apartment around 5:30 a.m. Twelve hours later, she went to a hospital and told police.
Castro, 21, left Chicago on Sept. 30 for the Dominican Republic for the offseason. His attorneys have called the accusations "baseless."
On Wednesday, Cubs president of baseball operations Theo Epstein said he plans to introduce a rookie development program similar to the one he created with the Red Sox.
"When you have a lot of young players at the big league level," Epstein said, "oftentimes you forget just how new they are to this whole thing -- professional baseball, the responsibility that comes with it, the importance of representing the organization the right way [and] being a good teammate.
"Organizations that just assume that they'll figure it out on their own make a big mistake," he said. "[We're going to] teach them what's it's like to be a big leaguer, set the expectations for them and give them tools on how to meet those expectations, everything from how to deal with the media to how to say 'no' to people off the field that want things from them."