The 22-year-old only signed a new long-term contract in February, and is understood to be happy at the club.
However, he has become the latest Newcastle star to be linked with a move away from the club after relegation to the Championship, with claims Italian giants are also interested in the forward.
Perez is highly-rated by Newcastle United manager Rafa Benitez, despite not playing his fellow Spaniard regularly from the start in the fight against relegation.
Perez would command a hefty fee – up to £15million – for any club hoping to lure him away from St James’s Park, but Benitez is under no pressure to sell.
The Magpies manager has been promised a healthy budget for next season in a bid to bounce back to the Premier League at the first time of asking.
Perez cost just £1.8million when he signed from Tenerife in 2014.