Malaga have suspended coach Victor Sanchez del Amo pending an investigation after a sexually explicit video of him was posted on social media.
Sanchez claimed he had been blackmailed over the clip before it was published.
In a statement posted to his official Twitter account, the 43-year-old said: "I am being subjected to a crime against my privacy with harassment and extortion.
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"The matter is in the hands of the police and I entrust myself to follow their instructions.
"Sharing or disseminating an intimate content of any person without consent is also a crime either through social networks or messages or in any other way.