Cristiano Ronaldo and José Mourinho are both clients of the football agent Jorge Mendes.
Ronaldo and Mourinho are the latest members of the soccer elite to be accused of tax fraud in Spain.
The public prosecutor's office of Madrid filed a lawsuit against Jose Mourinho on Tuesday, accusing the Manchester United manager of defrauding the Spanish taxman of 3.3 million euros (3.7 million dollars) during his time as Real Madrid coach.
"I don't have any solution, but Cristiano, like everyone else, has a contract and is a Real Madrid player", Perez told radio station Onda Cero after earning a third consecutive mandate at Real.
This news as expected, has created a media circus around the world as there has been speculation that Ronaldo might make an unprecedented return to Manchester United with others linking the Madrid star to PSG, the MLS as well as China.
The cases are about the profits made from image rights, not salaries from their clubs.
In a surprising turn of events, Ronaldo is apparently no longer interested in leaving Real Madrid.
Mourinho is represented by the agency Gestifute.
But tax authorities later found that some of the information presented in that settlement was incorrect, the prosecutors said.
The agency published copies of the certificates. He faces two counts of tax fraud of €1.61m for 2011 and €1.69m for 2012. A judge will then decide if they are grounds to charge him with a crime.
"All these companies' structures were used by the accused with the object of making physically opaque his image rights earnings", the state prosecutor's report read.
Ronaldo played for the northern English giants from 2003 to 2009, when he left for Spain. Star striker Cristiano Ronaldo is alleged to have evaded €14.7m also relating to his image rights.
Prosecutors accuse the Portugal global of evading tax via a shell company based in the British Virgin Islands and another in Ireland, known for its low corporate tax rate.
Messi and his father were given 21-month sentences for three counts of tax fraud but did not go to prison, while Mascherano was given a one-year sentence for tax evasion.