For the 2019 season, he remained at Penske in the new DPi class. He again partnered Taylor in the No. 7 car, joined by Rossi at the 24 Hours of Daytona and 12 Hours of Sebring and Rahal in the season-ending Petit Le Mans. Castroneves and his co-drivers finished the rain-shortened Daytona season-opener third from starting second. A fourth place at Sebring and a second in the following BUBBA Burger Sports Car Grand Prix at Long Beach moved him and Taylor to a season-high second in the DPi standings. The rest of the season saw Castroneves and Taylor achieve two third places in the Chevrolet Sports Car Classic and the Petit Le Mans and a second place in the Monterey Grand Prix at Laguna Seca. With 284 points, he finished third in the DPi standings and was joint fifth with Oliver Jarvis and Tristan Nunez of Mazda Team Joest in the North American Endurance Cup.