The veteran, 36, went into the WBC silver featherweight title clash as an overwhelming favourite on home soil, but ultimately came unstuck in a closely fought contest and has now told WBN he wants another chance.
“I obviously don’t agree with the scorecards but I respect the judges,” Caballero stated to World Boxing News.
“Of course I would like to fight Castellanos again and I hope this fight happens in Mexico.”
On the possibility on a move up to the bustling super-featherweight division, Caballero then added: “I won’t move up unless it is an interesting offer.”
31 year-old Castellanos has been linked to a possible fight with Golden Boy star Abner Mares on the forthcoming Mayweather v Alvarez card on September 14, with the WBC said to favour the clash for their 126lb title.