The 21-year-old featured heavily in United's pre-season tour of America, and manager Jose Mourinho said he was "disappointed" that the midfielder decided to join the La Liga club on loan.
Mourinho also said that United have the option to bring Pereira back to Old Trafford in January.
Pereira has enjoyed a positive start to the season at the Mestalla, playing nine times in the league and scoring once, as Valencia sit four points clear of Real Madrid after 11 games, and he is keen to stay until the end of the season.
He told 'Super Deportes': "In my head I want to be here, help Valencia until June. It is the thought with which I came.
"I know that I have this clause in the assignment contract and now I have to wait to see. But my mind is focused on Valencia and I want to stay here.
"It is important that I am playing to grow, be better and help Valencia. It would be very difficult to return to United mid-year and continue with the same evolution that I'm having now."
The United youngster also refused to rule out the possibility of extending his stay at Valencia after the end of his current loan deal.
When asked about staying at Valencia beyond this season, he said: "Sure, it's a very good option for me, it would be positive. I'm happy in Valencia CF."