The forward also says that he and the rest of the Newcastle United players are unsure why things aren't going well.
Newcastle are yet to win a league game under new boss Steve McClaren, having lost four and drawn the other two in a start that has seen them come in for criticism from all angles.
Perez has admitted that they deserved what happened to them in the first half.
"We are really sad because it is another game that we have lost,” he told nufc.co.uk “It is not what we wanted to happen.
"In the first half we deserved what happened. We improved in the second half but it wasn't good enough. We weren't good enough and we have to try to get points as soon as possible."
Newcastle unsure why things aren't going right
The forward also said that he and the rest of the Newcastle players are unsure as to why things are not going right for them at the moment.
There was increased optimism before the start of this season, with owner Mike Ashley finally deciding to splash the cash and give manager McClaren the funds to improve the squad.
None of those signings has impressed so far, though, with them not looking like a unit but a team of individuals, and Perez has insisted they must stay together and take their quality out onto the pitch.
"I don't know why it is not happening at the moment but we have to stay together and take our quality onto the pitch,” he added. “During the week we can see a lot of quality in training but we have to do it in matches.
"I hope it happens soon, and we have to keep working towards this. If we keep working hard then it is not too far away, I'm sure.”