Perez fired home a sumptuous volley from Olivier Giroud's savvy flick over the defence as Arsenal rallied for a last-gasp 3-3 draw at Bournemouth on Tuesday night.
Arsenal trailed 3-0 on the hour at Dean Court before Giroud laid on goals for Alexis Sanchez and Perez - then headed the equaliser in the second minute of added time.
Perez joined Arsenal from Deportivo La Coruna in a Â£17million deal in August and claimed his first Premier League goal on his seventh appearance in the competition at Bournemouth.
"Perez came on and had an exceptional game," said Wenger.
"I think Perez scored an exceptional goal of pure class."
Giroud's third goal in as many games salvaged a point for an Arsenal side that had been curiously lacklustre for a first hour when Bournemouth ran riot.
Charlie Daniels, Callum Wilson and Ryan Fraser put the Cherries 3-0 up before Arsenal started their comeback with 20 minutes to play.
Giroud toasted his equaliser with a 'scorpion kick' celebration that referenced his acrobatic strike in Arsenal's 2-0 win over Crystal Palace on New Year's Day.
Despite admitting "mixed feelings" on a draw that leaves Arsenal trailing league leaders Chelsea by eight points, Wenger still found time to praise his side's attacking threat.
"All our players are important," said Wenger
"I said before that Giroud can score important goals and he's done that again
"Because when we play into the box he's dangerous
And Perez too.
"Giroud again scored because we dominated and he can score a header
Look, we have mixed feelings after a game like that
"Of course we wanted three points, we got only one, but when you are 3-0 down after 70 minutes you take a point as well."
Bournemouth boss Eddie Howe admitted putting Arsenal to the sword without ineligible Gunners loan star Jack Wilshere can boost the Cherries' long-term recruitment drive.
Wilshere was unable to face his parent club as part of his season-long loan agreement, but Howe's side still produced some classy football in the England midfielder's absence.
And Howe hopes the more neutral observers see all of Bournemouth's talents, the greater the club's pulling power can become in terms of new signings.
"Jack's a key part of our team, this season he's been excellent and for me he's got better and better with each game," said Howe.
"I don't mind people talking about Jack and how good he is.
"Of course we have other players who are having outstanding seasons as well.
"I think it's good on both sides, and also that our players are talked about positively generally anyway.
"We'd like to think our style of football and everything else that goes with the club, the story we've got, we're in a quite unique position, can be a draw.
"It's nice if players potentially want to come to us hopefully, and the more people who are aware of Jack and any potential other player in our squad, then it helps raise our profile to show we can accommodate high-profile names."
Source : PA