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The Spanish Football Federation and La Liga have begun an investigation into the alleged racial abuse of Valencia's Mouctar Diakhaby by Cadiz's Juan Cala.

Confirmation that the incident is to be looked into by authorities comes four days after Valencia became the first team in Spain to walk off in protest.

Diakhaby alleges Cala racially insulted him during Sunday's defeat by Cadiz.

La Liga said on Monday that allegations would be treated "seriously" but did not say what action would be taken.

On Tuesday, Diakhaby posted a video on social media saying he was "very hurt" by what Cala said to him and wanted La Liga to sanction the Cadiz man.

Cala held a virtual news conference later in the day, during which he denied racially abusing Diakhaby and said he had been caught in a "media circus".

On Monday, Valencia president Anil Murthy said the incident saw football take "two steps back in this fight against racism" and called for protocols to be changed, as the response to players leaving the field was "more worrying" than the incident itself.

"The rules are very clear - if you don't play you lose the game plus you have abandoned the game and lose another three points," Murthy said.

"Diakhaby, when he realised or was told the consequences of not going out, he said 'look guys, let's go out and fight. I can't do it any more, but you guys go out and fight. We are not exactly top of the table and these points are important'.

"For us, the message sent out from the football community is 'do whatever you want if you don't get it on camera'."

La Liga has said it "will work with the clubs and refereeing establishment to do whatever is necessary to protect the values of equality and respect" in the Spanish game.