The Perey effect in two-body channels of (d, p) reactions has been known for a long time. It arises when the nonlocal two-body deuteron-target and/or proton-target problem is approximated by a local one, manifesting itself in a reduction of the scattering channel wave functions in the nuclear interior. However, the (d, p) reaction mechanism requires explicit accounting for three-body dynamics involving the target and the neutron and proton in the deuteron. Treating nonlocality of the nucleon-target interactions within a three-body context requires significant effort and demands going beyond the widely-used adiabatic approximation, which can be done using a continuum-discretized coupled-channel (CDCC) method. However, the inclusion of nonlocal interactions into the CDCC description of (d, p) reactions has not been developed yet. Here, we point out that, similarly to the two-body nonlocal case, nonlocality in a three-body channel can be accounted for by introducing the Perey factors. We explain this procedure and present the first CDCC calculations to our knowledge including the Perey effect.