As a Hopkins fan, and a Perez hater, I would have said that Perez said that to Michelle as a wind up while he was insistent that he'd be in the final.
BUT, the thing that makes me suspicious, if that was the case, when Michelle told the whole house, he would have burst out laughing, but he didn't, he screwed his face up
"No I didn't, No I didn't!" , came across as someone not wanting to be rumbled.