Perez was then captured by TV cameras in conversation with West Ham's goalkeeping coach Xavi Valero on the bench and some sections of the British media reported that he had refused to play.
"Given the false information spread by the media that has affected my image, I am obliged to explain the only truth: I have never ever refused to warm up in my whole career, let alone play a match," Perez said on Twitter on Monday.
"In the moment that Marko got injured, I was on the bench after warming up. The coach called me to go out to play, however having realized that it was faster to substitute Antonio in, who at that moment was warming up, he changed his decision.
"The images that have been misinterpreted correspond to a talk with the goalkeeper's coach, in which I never refused to warm up and explained what happened."
Pellegrini said after the match that he had no problem with Perez and that "Antonio was already ready so played as I needed to make the change."
The victory was West Ham's first of the season and lifted the club off the bottom of the table and up to 16th place.
(Reporting by Simon Jennings in Bengaluru; Editing by Christian Radnedge)
