The club is expected to undergo a bit of a rebuild this summer as Zinedine Zidane and co. will look to guide the club back into contention for trophies.
Real Madrid finished third in La Liga this season, well off the pace of Atletico Madrid and Champions Barcelona.
They also failed to advance past the Champions League Round of 16 after winning three consecutive continental titles as Real Madrid fell to eventual semi-finalists Ajax in stunning fashion.
The Paris Saint-Germain pair of Mbappe and Neymar have both emerged as possible targets for Madrid as the club is expected to spend major money this summer.
Ligue 1 top goalscorer Mbappe hinted he could be tempted by a "new project", while former Barcelona star Neymar continues to be linked with a return to La Liga.
But Perez says there isn't interest from his side, just like there wasn't last year when the duo were linked with the club.
"I haven't spoken with Zidane about Mbappe or Neymar, nor have I with anyone else," Perez said during his interview with Onda Cero's El Transistor. "Nor have we spoken with Mbappe, nor will we.
"Last year we said we didn't want them and this year is the same. If we want a player, we'll speak to their club."
Former PSG boss and current Arsenal manager Unai Emery said he had to convince Mbappe not to move to Real Madrid during his time with the club, and Mbappe's league-leading goal tally in Ligue 1 only further rumours of a potential departure.
Current PSG manager Thomas Tuchel, who signed a contract extension with the club this week, said he could not guarantee that the two would return, adding that plenty could change through the summer.
Eden Hazard appears to be Real Madrid's preferred target, with Perez saying the Chelsea midfielder is one he hopes to bring to Madrid.
Real Madrid may be facing the exit of captain Sergio Ramos as well, although Perez says he will not let the defender move to the Chinese Super League on a free transfer.