Commutative post-Lie algebra structures on Lie algebras, in short CPA structures, have been studied over fields of characteristic zero, in particular for real and complex numbers motivated by geometry. A perfect Lie algebra in characteristic zero only admits the trivial CPA-structure. In this article we study these structures over fields of characteristic p>0. We show that every perfect modular Lie algebra in characteristic p>2 having a solvable outer derivation algebra admits only the trivial CPA-structure. This involves a conjecture by Hans Zassenhaus, saying that the outer derivation algebra Out(g) of a simple modular Lie algebra g is solvable. We try to summarize the known results on the Zassenhaus conjecture and prove some new results using the classification of simple modular Lie algebras by Premet and Strade for algebraically closed fields of characteristic p>3. As a corollary we obtain that every central simple modular Lie algebra of characteristic p>3 admits only the trivial CPA-structure.