Lovren and fellow Croatia international Luka Modric were caught up in the scandal that brought down Zdravko Mamic, a powerful football administrator, who was sentenced to six-and-a-half years in jail this summer.
"With indignation I dismiss all accusations," Lovren said on Instagram account.
Lovren, a key member of Croatia's run to the World Cup final, said he learned about the charge after a training session.
"To anyone who wants to ruin my reputation and the reputation of my family, I say it will not succeed," he added.
"I did not commit any criminal offence. I am proud of my life, every step of my life, everything that my family and I have created."
September 19, 2018
Mamic was found guilty of siphoning off millions of euros in transfer fees when he was an executive at Dinamo Zagreb.
Lovren left Dinamo for Lyon in 2010, before joining Southampton in 2013 and Liverpool a year later.
A conviction for perjury carries a maximum jail term of five years.