The 27-year-old striker, who was loaned to second division strugglers Rayo from La Liga side Real Betis, was insulted by fans at his first training session in Vallecas on Wednesday and accused of being a neo-Nazi.
He returned to Seville the next day "very affected" and has yet to announce if he will play for Rayo.
"La Liga on Thursday brought a criminal action, under article 172.1 of the Spanish penal code, on charges of coercion against 10 individuals believed to be responsible for forcing Rayo Vallecano player Roman Zozulya to temporarily renounce joining the Madrid team (Rayo Vallecano), the club he had been loaned to by Real Betis," the statement said.
When Zozulya joined Betis last summer on a three-year contract from Dnipro Dnipropetrovsk, a Spanish newspaper reported wrongly that he was wearing the shirt of a far-right paramilitary group.
The newspaper quickly apologised and withdrew the article.
Before arriving at Rayo, Zozulya wrote an open letter to supporters of the club, which has a large left-wing fan base, denying that he had links to the far right.
Zozulya can only play for Rayo this season as league rules state that players cannot register for more than two teams in one campaign.
La Liga have guaranteed Zozulya's safety if he decides to play for Rayo and has warned it will take additional legal action against any other individuals that exhibit similar insulting behaviour towards the player.
(Reporting by Adriana Garcia; Editing by Ken Ferris)
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