Alvaro Rivera struck midway through the second-half for Rayo's 1-0 win.
Perez said afterwards: "I have a lot of faith in these lads. Even though it seems like empty talk, I probably would have believed it because I have a lot of faith in them, I see them every day. We are having success and I probably would have believed it.
"No, I'm still not thinking about Europe and I really mean it. I'll say the same thing again but it's what I feel: 3 points closer to the objective.
"Happy for them, for how they are capable of improving in many aspects that we weren't capable of doing before. To win again, to smile together again. We are three points closer to the objective but it's not yet time to use that word.
"Last year was a major reality check. We were coming off a few seasons in which we achieved promotion, the excitement of the first year plus the level shown makes you have a very good season. Last year before I arrived the team was doing well in terms of points and when I arrived we found a reality which is seeing how the gap is getting smaller and fighting for something that seemed like it no longer belonged to us.
"They are aware of the suffering they had last year. There is no need to explain anything to them. The reality is that we are close to Europe, but the reality is that we are three points closer to the objective."