The 53-year-old Castor was found about 9.20pm at Correctional Reception Center in Orient, Ohio. He had served only one month of his prison term, which sent him away for life, plus 1,000 years.
Castro was being housed alone in an isolation unit for his protection.
Officials say he hanged himself during a break between inspections.
When prison guards found Castro hanging in his cell, they began trying to resuscitate him.
He was taken to Ohio State University Medical Center, where he was pronounced dead about an hour and a half later.
** Castro made international headlines when Amanda Berry, Gina DeJesus and Michelle Knight were freed from his Cleveland house after ten years of captivity.
** NOTE: It costs nearly $25,000 a year to house a prison inmate in Ohio, on average. The cost to house Castro, who was kept in high security, would likely have been much higher.