John of Gaunt was married to Constanza de Borgoña (Constance of Burgundy) who was the daughter of King Pedro I el Cruel (Peter the Cruel).

In 1361, King Pedro I manages to extract from the Castillian Corts (sort of early Parliament) the proclamation of his offspring with Maria de Padilla as heirs to the Castille throne. Sounds weird but it is actually quite relevant since Maria de Padilla was the King's lover and not his wife; the King was married to Blanca de Borbon who was murdered in the same year of 1361, although at the time of the Castillian Corts proclamation she was still alive. Hence King Pedro I managed to recognize his bastards as heirs to the Castillian throne, Constanza among them.

This is the connection of John of Gaunt with Castille, probably rather tenuous but there were other times.

My sources are purely Spanish but this is easy to find in most history text books here.

Edit: typos