Newcastle were beaten 3-2 by Liverpool in a pulsating encounter at St. James’ Park at the weekend.
Rafael Benitez’s side put up a great fight against the Reds, but they ultimately were unrewarded for their efforts, as a late goal from Divock Origi denied them a point.
And Perez was annoyed that Newcastle conceded twice from set pieces during the contest.
"They scored their goals from set-pieces and that is the reality, we should be ashamed of that," the striker, who is valued at £25 million (Daily Mail), said.
"A team like Liverpool had to settle for that and that's how they won, so we have to be stronger.
"It is a shame we could not get anything."
Liverpool have been in wonderful form this season, but they are not known to be a particularly dangerous side from dead ball situations.
And Newcastle may feel that they let an opportunity to get points slip.
If Newcastle could have denied Liverpool they would have effectively handed the Premier League title to Manchester City.
However, the battle for top spot will now go to the last day - with Liverpool taking on Wolverhampton Wanderers and City facing Brighton & Hove Albion.
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