Valencia are upset with the financial prizes for January's Supercopa de Espana.
Valencia will request an arbitration so that they receive a fair amount of prize money.
"We're not in agreement with the prize money," Valencia president Anil Murthy said.
"We're four big clubs and we can't have different prize money.
"I've written a letter to [RFEF president Luis] Rubiales to accept our proposal of an arbitration.
"We're going to fight for our rights."