Maricopa County sheriff’s officials say divers pulled the 44-year-old’s body out of Bartlett Lake on Monday afternoon.
Family members and friends say Castillo wasn’t a good swimmer, but he jumped off a pontoon boat Sunday afternoon for a swim and didn’t resurface.
Divers searched for several hours before suspending the search until Monday.
Castillo had an 82-104 record in 13 major league seasons. He pitched for the Chicago Cubs, Colorado, Detroit, Toronto, Boston and Florida from 1991 to 2005 before retiring and lived in the Phoenix suburb of Scottsdale.
The Red Sox held a moment of silence for Castillo before Monday night’s game against Tampa Bay.