The gimmick was designed to promote the upcoming launch of Etam's lingerie collection.
In the video, available on social network site DailyMotion, the three models walk into the museum wearing coats and stiletto heels.
Once inside among the museum's famous paintings, they strip off, to the shock of art-loving tourists.
The three models giggle as they walk nervously around the museum until they seem to be ushered out of the doors.
Libération newspaper reported that the museum's head of communications said filming had not been authorised and that lawyers will make an official complaint.
"I'm responsible for filming and such a shoot would never have been accepted. It's unthinkable," Amélie Hardivillier told the newspaper.
The Musée d'Orsay is one of Paris' well known and most visited art galleries, housed in a former train station on the city's left bank.
It is best known for its collection of impressionist and post-impressionist painters including Monet, Manet, Renoir and Van Gogh.