Espanyol said Pique's comments bordered on xenophobia and they had asked the Spanish football federation's anti-violence committee to investigate. Barcelona beat Espanyol 2-0 on Thursday night to overturn a 1-0 deficit from the first leg.
In a further sign of the tensions between the two clubs, Espanyol added they had also filed a complaint against Barcelona midfielder Sergio Busquets, who criticised Espanyol for the way they had celebrated their first leg win last week.
They also denounced Barcelona's supporters for alleged offensive chanting in Thursday's second leg.
Pique had mocked Espanyol's city credentials by making a dig about the location of their stadium.
"Espanyol de Cornella always make it difficult for us," he told reporters in a reference to the club's RCDE ground on the outskirts of Cornella, some 10 km south-west of Barcelona's Nou Camp.
"Yes, of course, Espanyol de Cornella... they're from Cornella right?" he asked.
Espanyol moved to the 40,000-capacity RCDE in Cornella in 2009, previously playing at the Olympic Stadium.
"We believe that any comment as disrespectful as Pique's words against the city of Cornella flirt dangerously with xenophobic attitudes that, in every case, clearly generate violence and intolerance in our sport," Espanyol said in their statement.
They have won four major trophies compared to Barcelona's vast collection of silverware and base their identity on loyalty and local pride, calling themselves "the marvellous minority".
(Reporting by Richard Martin; Editing by Ken Ferris and Keith Weir)
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