The NSW premier is a former school captain of all-boys Redfield College, which along with sister school Tangara School for Girls, featured in a Four Corners program this week.
The ABC report aired claims a Tangara teacher showed students the knotted whip she and other celibate followers used on themselves. The teacher denied the claim.
A former Tangara student also claimed they were falsely taught pornography caused holes in the brain.
"I never experienced anything like that," Mr Perrottet told Sky News on Wednesday.
"Obviously, certain kids ... you have teachers who do wrong things in all schools from time to time."
He said it was important all schools followed the official curriculum.
The interview also confirmed the premier was not a member of Opus Dei - unlike his parents.
"No," he said firmly when asked.
Opus Dei is affiliated with the Catholic Church but its schools are independent and not part of the Catholic education system.
"I've been blessed with a great education that's given me significant opportunities in my life," Mr Perrottet said.
Mr Perrottet's office made a report to the NSW Education Standards Authority after the ABC contacted him about allegations aired in Monday's program.
"A complaint against the schools in that program had never been made to that independent authority or the education minister's office," he said.
Mr Perrottet's faith has been in the spotlight this week after the ClubsNSW chief executive was sacked for saying the premier was choosing his "conservative Catholic gut" over evidence in a debate about cashless poker machines.
Mr Perrottet told reporters on Monday "it's not a crime to be Catholic" and stressed any allegations of impropriety at Opus Dei schools would be investigated.
"We live in the most tolerant country almost anywhere in the world and we respect people who practice faith, who don't practice faith," he said.
"I am a strong believer in parental choice when it comes to education."
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