The IBTimes claims Deportivo are waiting to hear back from the Gunners after tabling a £9million offer for their former player.
Perez rescued boyhood club Depor from relegation before Arsenal pipped Everton to his signature a year ago.
The goalscorer was left out of the pre-season tour of Asia, with Fenerbahce among several clubs monitoring the situation.
His representatives reportedly told Arsenal he was keen to leave after the shirt snub.
La Voz de Galicia quote Perez as saying: “They [Arsenal] are not behaving well with me.
Perez produced moments of quality but could not get a run in the teamGetty ImagesPerez was gutted to lose his No9 shirt to Alexandre LacazetteGetty Images
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“The thing of taking the shirt number without telling me to give it to a companion. It seems to me the last straw.
“I can not continue this way. I have given everything, but that has not been reciprocated, so I can’t stand it any longer.
“I feel cheated. In February I was not allowed to leave for China with the promise that I would play more and after that I had even fewer opportunities.
Arsene Wenger must decide if £9million is enough for PerezAP:Associated Press
Lucas Perez scores an amazing volley for Arsenal against Bournemouth
“But the shirt number is an ugly gesture. On the trip, Lacazette asked the boss and he accepted. Afterwards, he told me.
“Last year he [Wenger] told me that he understood that I was upset. I think this season things will get worse, so help me out.”
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