Valencia are upset with the financial prizes for January's Supercopa de Espana.
The tournament, which will take place in Saudi Arabia, will see Los Che compete against Real Madrid, Barcelona and Atletico Madrid.
Valencia will request an arbitration so that they receive a fair amount of prize money.
They are due to receive less than 3m for competing in the tournament, while Real Madrid and Barcelona will receive close to 9m.
"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."
