According to Goal, former Real Madrid Castilla player Alex Fernandez revealed on a podcast that Neymar trained at Real Madrid for several weeks before deciding to return to Brazil.

Fernandez currently plays for UAE club Dibba Al-Hisn and previously played for Castilla alongside Morata, Carvajal and Sarabia. Appearing on the podcast "El After de Post United," he discussed Neymar's trial experience at Real Madrid at the time.
Fernandez said: "If I told you, you would not believe me. Neymar came and did fitness tests with us, and Pablo Sarabia, Dani Carvajal and others were there at the time. He stayed here for two or three weeks."
He added: "At that time, he was not yet the Neymar everyone knows today, the world-class star, but you could already see flashes of his talent."
Fernandez revealed that Neymar was originally supposed to join the team for an international tournament, but after three weeks, the team was informed that Neymar had decided to stay in Brazil.
He said: "He was originally going to go with us to an international tournament. Three weeks later, someone told us: no, no, he decided to stay in Brazil. Of course, at that age, we would not ask about the reason."
Fernandez also said that this was not a decision made by Real Madrid's management. Real Madrid valued Neymar highly at the time, but Neymar himself and those around him felt the timing was too early, so they decided to return to Brazil.
He added: "I do not know exactly what happened, but he said that everything came too early. I remember Real Madrid wanted him, but the young player decided to return to Brazil."
Speaking about that generation of players, Fernandez said: "The best player of that era was Pablo Sarabia. Even if Neymar had arrived, he was someone who could make a difference in any situation."