But despite the concern, Perez is fully behind his coach Jose Mourinho.
El Confidencial says the Real supremo confessed to close friends: "This is the worst game in the history of Real Madrid. It was a very bad, very bad game, but before we played 19 this season which were much more successful.
"There is not the slightest doubt that we have the right coach."
Perez also admitted they must buy in January.
"We have to go to the winter market. We do not think of letting anyone go, but we need a couple of pieces to strengthen the team."