He says that's an example of "how dangerous it is to use hearsay, and that's what I'm hearing today."
Prosecutors are laying out their case that Perez Molina headed a customs fraud scheme that has led to the arrests of other senior officials. He denies any wrongdoing.
He said earlier that he resigned to protect the institution of the presidency. Guatemala's Congress has now accepted the resignation.
Asked how he feels, Perez Molina replied: "I feel bad, this is very hard."