Perez was quoted by Marca as saying that Neymar would find it easier to win the Ballon d'Or if he played for the European champions.
The comment is likely to further speculation surrounding the Brazilian's future, with reports suggesting Madrid are keen to bring him back to La Liga next year.
However, Emery insists the former Barcelona star can achieve all his goals in the French capital.
"He's here, in Paris," he told a news conference when asked about Neymar, who came third in the 2017 Ballon d'Or standings behind Lionel Messi and winner Cristiano Ronaldo.
"I'm convinced he will get both collective goals and individual rewards here."
Those results have seen Emery's position come under scrutiny, despite him having guided his side to a commanding position at the top of the league and into the last 16 in Europe.
But the former Sevilla head coach insists there are no concerns in the dressing room and that their season as a whole should be taken into account.
Asked if there were any doubts among the players, he replied: "Never. Neither when we win, nor when we lose.
"I come back to the overall context; we're first in Ligue 1, with a nine-point gap. We're first in our Champions League group. How do you doubt us?
"A match is a particular context. I do a lot of self-criticism when I win, especially when I win. I try to keep calm when we lose.
"We analysed, above all, the six Champions League matches. The first five were exceptional.
"We're top and we are happy. As I said, the first half of the season, before the two defeats, was exceptional. The overall analysis is positive. The current context isn't good but the general context is."
Emery also defended captain Thiago Silva, who produced a poor display against Bayern before being replaced in the second half by Presnel Kimpembe.
"I speak with Thiago Silva a lot. He's our captain. He's very professional and has a lot of experience," he said.
"I have no doubt he is one of the best central defenders in Europe. He's better this season than last season. He has more desire. He's a positive example for the group.
"When we concede a goal, it concerns the whole team, from the attack to the goalkeeper. Our defence is one of the best in Europe. You shouldn't watch two matches out of 23. The defence has my total confidence."