The French Union of Jewish Students (UEJF) filed the complaint for "provoking racial hatred" and "racial defamation" with a court in the western town of Saint-Nazaire, near where the speech was made.
In the speech Le Pen, founder of the National Front party, described Roma as "birds who fly away naturally", using the French verb "voler" which means both to fly and to steal.
The September 22nd speech at the party's annual conference was attended by Le Pen's daughter Marine, the National Front's current leader.
In a statement, the UEJF denounced the comment because it "compares the Roma people to a flock of delinquents".
"By using the word 'naturally'," the statement added, "Jean-Marie Le Pen maintains that the Roma are thieves because of their ethnicity."
Tensions over the Roma population in France are high after the Socialist government recently launched a campaign of closing Roma encampments around the country.
Jean-Marie Le Pen, who has several convictions for racism and anti-Semitism, shocked Europe in 2002 by coming in second in the French presidential elections.
The court will examine the complaint on February 5th.