The Saints found themselves subject to a fourth-round exit at The Stadium of Light, as second-half goals from Phil Bardsley and Sebastian Larsson proved enough to secure the hosts a win.
Southampton boss Mauricio Pochettino made 10 changes from the side that drew 1-1 at Stoke City on Saturday, with 18-year-old midfielder Harrison Reed handed his first senior start.
But their much-changed team failed to gel and, after a desperate first half, Premier League strugglers Sunderland took control of and eventually won the contest.
Perez said afterwards: "We have a squad and we need to use all players and give minutes in these type of games.
"The season is so long and (in) the next couple of months there comes a very tough period of games and we need everyone in the best form because it will be important for the rest of the season.
"We are a little bit disappointed to miss important games like this but this is football and we have to look forward."
Perez insisted that the club's younger players, such as teenaged trio Reed, Calum Chambers and substitute Sam Gallagher, would gain from the first-team experience.
"They are learning a lot on every single training session but obviously it's very important for players who are 17, 18, 19-years-old to play in a stadium like this and in front of an opponent like Sunderland," he added.
"Sunderland at the moment is on the bottom of the Premier League but they have a very good squad and very good players and it was a tough game for the young players.
"They learned a lot from professional games and it will be good for the future."