Perez – who scored his first Premier League hat-trick in yesterday's 3-1 win over Southampton – suggested last month that it would be "time for a change" in the summer after five years at St James's Park.
Benitez spoke to the the 25-year-old, the club's leading scorer this season with 10 league goals, about his comments.
“I was talking with him after the interview, and I think it was a bit tricky," said United's manager. "If you know the journalist, you know what's going on. I think he's OK. He's doing well, and he's an important player for Newcastle United."
Meanwhile, midfielder Mohamed Diame is two starts away from triggering a one-year contract extension.
The 31-year-old – who is understood to be looking for a two-year deal – came off the bench on Saturday, and could start the club's next game against Brighton and Hove Albion if Isaac Hayden fails to prove his fitness.
Asked about Diame's contract, Benitez said: “It hasn't been an issue.
"You can see if I need to use him, I can use him. I will not be too worried about that. We need to be sure we put on the pitch players that can win – that's it.”