But, while the celebrities were shocked by the news, 36-year-old Perez is simply on a secret task.
The housemates were told Perez 'would not be returning' – while the US blogger listened to their reactions from another room.
A CBB spokesperson told the Daily Star: "Earlier today, Big Brother asked Perez to stage a fake walkout of the Big Brother house.
"[He] will be living in secret while the other housemates are blissfully unaware of his ongoing influence on the events within the house."
Unsurprisingly, Katie Hopkins didn't react much to Perez's 'walkout', but Keith Chegwin said: "I never thought he'd give up."
Recently Perez has expressed to his housemates his desire to go home, so his sudden 'departure' shouldn't come as much of a shock to them.
He will now watch his housemates and listen to everything they are saying, no doubt, about him.
Going by previous tasks like this, it's probably safe to say this isn't going to end well.
Perez's secret task comes after Alexander O'Neal made the decision to leave the house for real last week, and Ken Morley and Jeremy Jackson were removed after breaking Big Brother's rules.