Reports also suggested that Morata's agent has been in talks with Los Merengues regarding the forward's potential departure in this transfer window.
However, Perez has quashed the rumours, insisting that there have been no negotiations with the Red Devils about signing Morata.
"I believe we are not negotiating with Manchester United, which does not mean that there are not people around him who are talking, which is normal," Perez told El Primer Palo radio.
"I have read that we have reached an agreement for I don't know how many million Euros, but it is not true."