Widespread reports have claimed that the four-time Ballon d'Or winner is keen to leave Spain due to accusations that he has avoided paying tax between 2011 and 2014.
Spanish prosecutors have alleged that Ronaldo has defrauded them of €14.8m (£12.9m).
Speculation is rife that the Portugal international could return to Manchester United, where he spent six years before leaving in a then-world record £80m deal to Madrid in 2009.
Perez, though, has insisted that the club are "relaxed" about the situation and have no intention of letting Ronaldo go.
"I do not want to draw conclusions. I know Cristiano; he's a great guy and a professional. All this is very strange," Perez told Onda Cero. "I have not spoken with him since [the Champions League final in] Cardiff. I've heard everything through the newspapers.
"Not I nor anyone at Madrid is contemplating that Cristiano could leave the club. We are very relaxed about this. I have not spoken to any [other clubs]."
Perez has claimed that he plans to speak to the 32-year-old after the conclusion of Portugal's campaign in the Confederations Cup.