The Balearic Islands Department of Agriculture, Fishery and Natural Environment said on Tuesday the production company responsible for recording the video in Ibiza, famed for its beaches and raucous nightlife, had not requested authorisation.
"That is why preliminary investigation actions have been initiated," it said in a statement.
Although part of the video was shot in the Natural Park of Ses Salines, whose hills, beaches and salt flats are a haven for birds and other wildlife, the department said no crime against the environment was suspected, but rather an administrative violation.
Ses Salines is a UNESCO World Heritage nature reserve that stretches between the islands of Ibiza and Formentera.
The video "Lifetimes" released last week, features Perry, 39, travelling first by plane and then by boat to Ibiza wearing a pink T-shirt with "Eurotrash" emblazoned on it, then partying on a beach and in nightclubs in a variety of bikinis and outfits.
The production company "We Own the City" did not immediately reply to a request for comment.
