United manager Jose Mourinho has spoken openly about Bale and stated that the club's prospects of signing the Wales international would be greater if he were left out of Zinedine Zidane's starting XI on Tuesday.
However, Bale started in Madrid's 2-1 win over United in Skopje and Perez dismissed rumours the 28-year-old could leave the Spanish capital.
"Every win is important to us, but we're going step by step," Perez said to reporters after Casemiro and Isco guided Madrid to their third Super Cup since 2014.
"I don't contemplate selling Bale, he's important for us and is one of the best in the world.
"We have great players and my idea and Zidane's after winning the Champions League was to do nothing and stay with the same team."
Super Cup x 3 pic.twitter.com/hbasQtMo7r— Gareth Bale (@GarethBale11) August 8, 2017
Bale scored nine goals in 27 appearances in all competitions last season – a campaign hampered by injuries.