Spain held victory celebrations in Madrid after beating England 2-1 in the final of the Euros, where senior players including captain Alvaro Morata and Manchester City midfielder Rodri chanted "Gibraltar is Spanish".
Gibraltar is a British Overseas Territory. When Morata reminded Rodri he played for an English club, the player of the tournament said, "I don't care," with the Gibraltar FA saying the video was met with "anger, dismay and disappointment."
"The conduct in question is deeply offensive to Gibraltarians, who have repeatedly exercised their democratic rights to remain a British Overseas Territory," the Gibraltar FA said.
"While Gibraltar has a border with Spain, and values its close cooperative relationship with Spain and the Spanish people, it is and remains a British Overseas Territory.
"The conduct is also deeply offensive to the Gibraltar FA since it implies we should not exist as an independent national member association of UEFA."
The Gibraltar FA added that the chants were "extremely provocative and insulting in their nature", adding that the players' conduct was 'unlawful' and in breach of UEFA's disciplinary regulations.
Reuters has contacted UEFA and the Spanish Football Federation for comment.