Di Maria, who will replace the injured Gareth Bale for Wednesday's Copa del Rey second leg against Olimpic de Xativa, has been linked with a move away from the Bernabeu.
However, despite reported interest from the likes of Monaco and Manchester United, Perez has insisted no bids have been lodged for the Argentina international, who joined Real from Benfica in 2010.
"He has a contract in place until 2018 and many clubs want him," he said.
"We have not received any offer for the sale of Angel Di Maria. This is the truth of this subject.
"These are things that do not happen but are written about.
"Nobody has told me anything about this situation, I have asked the club if someone has approached us and nobody knows anything."