Atletico Madrid have launched an internal investigation after a player claimed she was filmed while in the shower at the club's training ground.
The player, from the Torrelodones women's team, reported to the police that someone had tried to take footage of her using a mobile phone through a window.
Atletico have expressed their "total disgust" at the alleged incident, which took place after an Atletico women's team had played Torrelodones at the Ciudad Deportiva complex in the Spanish capital.
They have also promised to offer their full support to Torrelodones and the police while the investigation continues.
"Atletico Madrid stress our total disgust at the allegations, which, if confirmed, would be very serious," the club said in a statement.
"Since being made aware of the allegations, the club has put themselves at the disposal of agents in order to collaborate in the investigation.
"The club has launched an internal investigation to clarify the facts and to determine the responsibility of any person who may be involved.
"The member of staff present on our premises when the player made the allegation gave her support and collaboration immediately, making herself available to help her in whatever way she required, and we likewise want to offer the support of the whole club."
Torrelodones had earlier issued their own statement, in which they demanded a public apology from Atletico and threatened legal action should the offending footage enter the public domain.
The club stated that their player "was recorded without her consent with a mobile device while showering", before adding: "TCF express our full support to the complaint presented by the player to the commander of the Guardia Civil.
"We consider this as a totally unacceptable and criminal act. We demand a public apology from Atletico Madrid to the player and the immediate availability of all the resources that are necessary and essential to ensure that these actions are not repeated in future under any circumstance.
"If the recording/photograph is made public by any means, TCF will take any legal action we deem appropriate and necessary in the defence of the dignity of our player."