The Brazilian midfielder signed a one-year loan deal on Saturday after 18 months at Madrid, with an option for the Portuguese club to make the switch permanent at the season's end, and he says that playing for the Spanish giants has been a life-changing experience.
"When I left Sao Paulo to come to Madrid I understood what it means to wear the Real Madrid colours and I knew that I had arrived at the club that would change my life," the 22-year-old said in an open letter on Los Blancos' official website.
"I have experienced unforgettable and historic moments like the Decima, the coveted 10th Champions League title, and a thrilling Copa del Rey - and, of course, my unforgettable debut with the first team in an official game as an academy player.
"I have felt loved and supported by the chairman, the board of directors, my team-mates, all the coaches and management teams I have worked with, all the club staff and, of course, the magnificent fans.
"Everyone has taught me a lot about the values of Real Madrid, which will go with me forever in my professional career and life in general."
Porto have an option to purchase the 22-year-old at the end of the season but Madrid retain an option to buy back Casemiro in future if the Portuguese club opt to make him a permanent signing.