He played with the Atlanta Braves (1998–2001), the Los Angeles Dodgers (2002–2006), the Kansas City Royals (2006–2007), and the Washington Nationals (2008).

In a two-year period from 2002-2003, he won 27 games (15 in 2002, 12 in 2003), which was tied for the third most wins by a left-handed pitcher in the National League, joining Tom Glavine behind Randy Johnson and Al Leiter, and 10th most in the majors.

During the same period, Pérez also had the sixth-most strikeouts (296) among all major-league lefties, ranking fourth in the National League behind Johnson, Randy Wolf and Leiter.

With this victory, he became the first Major League pitcher to win a 1–0 game and hit the game-winning homer since the Dodgers' Bob Welch accomplished the feat on June 17, 1983.

[1] In 2006, concerns about Pérez's work ethic and attitude arose, and the front office soon was looking to deal the left hander, as then-GM Ned Colletti details in his memoir, The Big Chair.

Shortly after a disappointing outing in a 10–8 loss in Arizona on May 2, owner Frank McCourt approached Colletti, telling him to trade Odalis.

On July 25, 2006, Perez and two minor league pitchers (Blake Johnson and Julio Pimentel) were traded to the Kansas City Royals in exchange for Elmer Dessens.