The museum in a converted Beaux Arts railway station is home to one of the world's great collections of Impressionist and post-Impressionist art, known for its works by Courbet, Cezanne, Monet, Van Gogh and Gauguin.
In the video, the models shuck fur coats after entering the museum and then walk around in Etam lingerie and stiletto heels until they are escorted out by security guards, thelocal.fr reported. They can be heard giggling nervously as museum-goers react in shock.
The museum's director told the newspaper Liberation its lawyers are making a formal complaint to Etam.
"I'm responsible for filming and such a shoot would never have been accepted. It's unthinkable," Amelie Hardivillier said.