Castro entered the game as a pinch-runner for starter Troy Tulowitzki, who had singled in the sixth inning.
"They told me on the bench to be ready to steal right away," Castro said. "They said that because the pitcher was slow to home plate."
Walden eventually threw out Castro at home plate on a fielder's choice.
Brandon League struck out Castro in his only plate appearance.
"He made some good pitches on me," Castro said. "I never had seen a lot of these pitchers before."
Castro, who has hit over .300 since joining the Cubs on May 7, 2010, became the first Cubs shortstop to play in an All-Star Game since Shawon Dunston in 1990.
"My arm was a little down," Castro said of the error, "so the ball just moved away from [Joey Votto]."
But that error didn't ruin the experience for the 21-year-old.
"It was fun," Castro said. "It was fun because I played with a lot of great players. It was real, real fun playing in my first All-Star Game."