The Blancos captain has been sidelined since January with a broken thumb, but he came through Tuesday's session unscathed
The 31-year-old sustained a broken thumb against Valencia in the Copa del Rey on January 23, which has kept him out of action for two months and resulted in the January arrival of Diego Lopez.
But despite pulling out of the Madrid squad for the second-leg of their Champions League last-16 tie with Manchester United earlier in the month, Casillas completed a session on Tuesday.
During training, Blancos boss Jose Mourinho split his players into two groups, with goalkeeping coach Silvino Louro given the responsibility of putting the Spain international, Lopez, Antonio Adan and Jesus through their paces.
First-teamers Alvaro Morata, Ricardo Carvalho, Michael Essien and Jose Callejon made up the other group - all of whom were paired together with members of the club's 'C' team.