A fundamentally self-taught artist, Castellón began sketching at an early age. He took advantage of his family's relocation and visited the museums of New York. Consequently, his influences ranged from Old Masters to the modern artists of his day, including Giorgio de Chirico, Pablo Picasso, Salvador Dalí, and Georges Rouault.
In 1934, Castellón was awarded a four-year fellowship, sponsored by the Spanish Government, to travel throughout Europe to study painting and printmaking. During this same period, Castellón began to exhibit his work in museums in France and Spain.
Although Castellón worked in virtually every media, he remains best known for his early graphic work, particularly his lithographs and etchings, media in which he became a master. His prints and drawings of the early 1930s are the first examples of Surrealism created by an American.