The Andalusian Football Federation have opened an investigation into allegations of racist abuse directed at Queens Park Rangers' under-18 players.
Coach Paul Furlong instructed his team to leave the pitch during a friendly against Seville-based side AD Nervion last week.
QPR called for "the strongest possible action" from Uefa, who insist the match fell under Fifa's jurisdiction.
Fifa say it will investigate if they receive a complaint about the incident.
"At the time of writing, Fifa hasn't received any information in relation to this matter," said a statement from world football's governing body.
The Andalusian Football Federation (RFAF) said it did not authorise the match which, as a result, was not refereed by an official affiliated to their federation.
"An information file has been opened prior to the beginning of a possible disciplinary file," a statement on the RFAF website said.
"If the facts are confirmed, the RFAF applauds the attitude of the English youth players to leave the pitch when they are victims of this alleged case of racist and discriminatory abuse."
The federation added that, in the event of racism being proved, it will "be forceful in imposing sanctions on those responsible".
The Football Association says it is liaising with QPR and supporting the Championship club in pursuing a complaint.
And world governing body Fifa said: "Should we receive such information, for example a claim or through an official report including this issue, we will look into the matter.
"Fifa's position on discrimination is very clear: we are fully engaged in combating any form of discrimination not only in football but in society in general and we support any effort in this field."
QPR said on Wednesday that there was an "opportunity here for Uefa to make a strong statement" after the Championship club's under-18 team walked off the field following alleged racist abuse from opposition players.
The team had an equality and diversity session with anti-discrimination campaigners Kick It Out before heading to Spain, and established a protocol which would be followed if an incident of racism occurred during a game.
In response to QPR's statement, Uefa told the BBC: "The fight to eliminate racism, discrimination and intolerance is a major priority of the organisation."
However, Europe's governing body added that it could only take disciplinary action over issues that take place in Uefa competitions.
Incidents occurring in domestic matches fall under the jurisdiction of the relevant national association, while those occurring in friendly games fall under the jurisdiction of world governing body, Fifa.
AD Nervion and the Spanish Football Association have also been contacted for comment.
Meanwhile, QPR co-owner Tony Fernandes says he is "proud" of the stance taken by his club.
"Racism has no space in any of my thinking," he posted on Twitter.
"What happened in Spain to my under-18 players is a disgrace. But what is worse is the response of Uefa, who just said they would inform the Spanish FA. They should take a much harder line.
"It is brainless and frankly barbaric how a kid under 18 has to put up with this.
"I'm so proud that our team walked off the pitch. Come on Uefa, start leading and start making a difference. Sport plays a huge part."