The Spaniard joined the Gunners last summer from Deportivo La Coruna in a reported £17m deal.
However, the 28-year old has made only two Premier League starts this season, and his agent, Rodrigo Fernandez Lovelle, says his client is looking for a new home.
"The idea is to be able to play for another club," Lovelle said.
"We want to leave and Arsenal already know. Do you know anyone who is happy but has no opportunities?"
Gunners manager Wenger, who signed a two-year contract extension with the club on Wednesday, admitted in May that he was sympathic towards Perez's situation.
He said: "If I am the manager I would love to keep him but we have to sit down and see if he has a realistic chance to play.
"He's a top-quality striker but I couldn't give him the games he wants and deserves, I confess that. I feel a bit sorry for him."
Perez is believed to be keen on a return to Deportivo, and Sevilla have also reportedly shown interest in a move.