The 29-year-old has spent 2017-18 on loan with Deportivo La Coruna, playing a direct part in 13 goals across the duration of the season.
Despite Arsene Wenger's departure, Perez is expected to be deemed surplus to requirements by the Gunners this summer and a new club is being sought.
Amid reports that Lazio are interested in signing the Spaniard, Fernandez has seemingly opened the door for talks to take place.
"He still has two years left on his contract with Arsenal, so we need to talk to them first," he told Lalaziosiamonoi.it. "He likes the idea of playing for Lazio, but it's still too early to talk about it."
Perez joined Arsenal from Deportivo in 2016 for a reported fee of £17m, lasting just one campaign before being farmed out.