Pepe featured for the Spanish giants in their 2-1 victory over Santos Laguna at the Sam Boyd Stadium in Las Vegas on Sunday.
After the game, the Portugal international centre-back expressed his satisfaction at all the players being given time on the pitch, but conceded that playing in Las Vegas was difficult because of the high temperature.
"The coach gave 45 minutes to each player and that's good," said Pepe. "Pre-season is about us all getting pitch time.
"It was very hot and it was tough. We are not used to it.
"On a personal level I felt good. It was difficult because it was very hot. But I felt good."
Madrid's next game on their pre-season tour of the USA is on Thursday against AC Milan.