The Italian has endured a challenging few days after a 1-0 loss to Athletic Bilbao in La Liga on Saturday was followed by a 4-3 reverse at the hands of Schalke in the UEFA Champions League on Tuesday.
Defeat to Athletic saw Real lose their place at the top of La Liga to fierce rivals Barcelona, though they were still able to progress in the Champions League courtesy of a 2-0 victory in the first leg.
Ancelotti faces a crucial month, which will see Madrid travel to Camp Nou to face Barca in what could well become a title decider.
Real fans voiced their disapproval at the final whistle on Tuesday, while Ancelotti insisted he was not fearful of losing his job - a feeling which appears well-founded.
"Whatever happens in the next few weeks, Carlo Ancelotti will remain as Real Madrid coach," Perez said.
"The attacks on our coach and players is being over exaggerated. The club has full confidence in our coach and our players.
"Carlo Ancelotti has experience. He is focused on his job and has no doubt that we will have a good season.
"Carlo Ancelotti has the confidence and affection of the president and the board of directors.
"I am here to say that whatever happens in the Clasico will not change anything."
Perez was far less forthcoming when asked if the Italian was safe in his job next season, replying: "I've said what I've said."
