Anderson has been linked with a big-money transfer away from the City Ground, with Evangelos Marinakis valuing him north of £100 million.
Manchester United have shown an interest in the 23-year-old as a possible replacement for Casemiro, and he certainly impressed at Old Trafford despite being on the receiving end of a defeat.
The England international dictated proceedings in midfield, impressively grabbing two assists for Morato and Morgan Gibbs-White, while recording three key passes.
Irrespective of a nine-figure asking price, many expect Anderson to exit Forest this summer, and Pereira responded to speculation over his future.
"This is an answer I don't have. The market is the market, and anything can happen. The club wants to keep him playing for us, for sure," the Portuguese boss said.
Pereira admittedly didn't give much away with his response, and even though he confirmed that Nottingham Forest want to keep him, the lure of a big club could be the next natural step in his career.