The diocese of Malaga is considering legal action against the distribution of the advert, which is inspired by elements of the traditional Holy Week (Semana Santa).
The diocese published a statement at the weekend in which it complained of a "serious offence to religious feelings".
The video shows several scantily clad female and male models posing in various locations in the province of Malaga.
Several Catholic places of worship serve as the backdrop, including Malaga Cathedral.
In one scene, for example, a woman in a tight white dress can be seen catwalking towards the image of the Virgin Mary.
In a later shot, she bows before the figure and kisses her hand.
The diocese of Malaga accuses the company Zara and the producers of the promotional video of instrumentalising sacred places for purely commercial purposes.
Furthermore, the footage was never authorised by the relevant church authorities.
The "necessary legal measures" are therefore being examined.