The issue was raised after television pictures showed a group of fans jeering Benfica forward Joao Felix when his car drove into the team's headquarters near Porto on Sunday.
"When I first played for the national team, there was a bit of a difference between North and South," Pepe, who joined Porto in January, told reporters. "But that difference doesn't exist any more, we play for the country.
"The atmosphere is spectacular and I'm sure that people in the North will give great support to the team," added the Brazilian-born 36-year-old who has made 105 appearances since his debut in 2007.
"The players feel this. We've always been well received from the North to the South."
Portugal meet Switzerland in the first semi-final in Porto's Estadio do Dragao (The Dragon's Stadium) on Wednesday with Sunday's final at the same venue. England face the Netherlands in the other semi-final, in nearby Guimaraes on Thursday.
(Writing by Brian Homewood; editing by Clare Fallon)
