The 32-year-old Real Madrid star has threatened to leave Spain after running into problems with tax authorities.
"Normally we don't comment on rumours, but in this case, we would like to make our position on Cristiano Ronaldo absolutely clear: This rumour is completely unfounded and must be consigned to the realms of fantasy".
Interestingly, if Perez's dream had come true, they may have been team-mates at club level with Messi and Ronaldo both lining out for Los Blancos.
PSG: The Parisian giants have been linked to Ronaldo many times before as a possible destination for him as he nears retirement.
He has won three Champions League titles in the last four years, but is now embroiled in an ongoing issue with Spanish prosecutors who have accused him of avoiding tax totalling nearly £13million.
"The whole thing is very odd because Cristiano Ronaldo is a great guy, both as a player and a person". I've heard everything through the newspapers.
Prosecutors in Madrid recently filed a complaint to a court in Pozuelo de Alarcon that accused the four-time Ballon d'Or victor of a "voluntary" and "conscious" breach of his tax obligations, claiming the 32-year-old created a "business structure" in 2010 to hide earnings from image rights between 2011 and 2014, thus defrauding the Spanish tax authorities out of €14.7million.
"I'm sure Cristiano wouldn't want us to pay his fine if there was one as he's not like that. Ronaldo is in a major tournament with his country and until that is over I can not talk to him", goal.com quoted Perez as saying.
Ronaldo is now on global duty with Portugal at the 2017 Confederations Cup in Russian Federation.
Ronaldo has spent the past few days going through his normal routine of practicing and playing with his teammates on the national team, and he skipped the post-game media session after Portugal's 2-2 draw with Mexico. Cristiano is a good guy, I will have to talk with Cristiano and see what's happening. Right now he is a Madrid player. We have not received any offer for Cristiano, nor for [Álvaro] Morata [the striker wanted by United] or James [Rodríguez].
"I have never told Cristiano to bring me an offer", he added.
"It has affected me how the media treated Cristiano; the presumption of innocence was not respected".