The Rayo Vallecano head coach, 38, spoke with candour and dignity after his side's 1-0 defeat to Crystal Palace in the Conference League final — a result that ended the most successful European campaign in the Madrid club's 102-year history at the last possible step.
"These are complicated moments for everyone," Pérez said. "There is pain and you have to get through it as best you can."
He was willing to acknowledge, without evasion, that Crystal Palace had been the better side across the 90 minutes.
"They were superior in the tactical sense. We never had the feeling of being close to winning or close to victory. We have to congratulate them."
Jean-Philippe Mateta's 49th-minute goal came from a rebound after goalkeeper Augusto Batalla could only parry Adam Wharton's shot. It was the kind of goal that changes finals — decisive not because of brilliance but because the opposition reacted faster.
Pérez described the impact in honest terms.
"The start of the second half — the goal is an isolated play. The blow of the goal leaves you shaken. Afterwards we recovered, not brilliantly, but we shook off the feeling of not being ourselves. We have to learn."
He was also measured about the first half, recognising that neither side had been willing to make a defining mistake.
"The first half was a feeling-out process. Neither team wanted to get it wrong."
Rayo Vallecano came close to equalising on a couple of occasions. Alemão skewed wide from close range in the first half. Unai López struck the outside of the post in a moment that felt significant at the time.
It was not enough.
Pérez's closing tribute to his players was the most personal part of his press conference — and the most revealing.
"This group is difficult to find. I have had very good dressing rooms, but this group is special. They are genuine friends who respect each other and love each other. They help each other, encourage each other, forgive each other. When they beat you as today, it is better to lose with these boys than with anyone you would not choose."
On his future, which has been linked extensively with the vacant manager's position at AC Milan, Pérez was deliberately circumspect.
"It is not appropriate to speak about my future now. It generates a great deal of embarrassment in me and I think it is not fair. It is a moment to think about the Rayo supporters."
He has built something remarkable in Vallecas. Whatever comes next will be built on that foundation.