The normal rule for reported speech requires a backshift in tense, yielding
“I’m not guilty!” He said he wasn't guilty.
In conversation, the present simple is often used to heighten the topicality or current relevance of the original statement:
He was telling me all afternoon how he isn't guilty.
Oh, we can't go that way. Linda told me they're closing that road for repairs.
Since your example sentence is simple reported speech, then one would use past simple.
PS: Unless you have a number of friends named Peter who were just convicted of fraud, then you need a comma after "Peter."