Neymar has been heavily linked with Madrid since becoming the world's most expensive footballer by joining PSG from Barcelona for €222million in August.
Madrid full-back Dani Carvajal has said he would sign Neymar for the Liga giants, while Casemiro suggested his fellow Brazilian could play in the same team as Cristiano Ronaldo.
But with Neymar on the sidelines due to a broken bone in his foot and Perez reported to have met with the player's father in Brazil, a frustrated Emery no longer wants to be asked about the PSG forward.
"I think I have answered questions on this subject about 30 times in press conferences," Emery told reporters on Friday.
"The PSG project is very strong with Neymar in it.
"As for Real Madrid? I don't know, ask Florentino."