Depor needed a win to have any chance of staying in the second tier of Spanish football, but the match was called off not long before kick-off on Monday after a number of Fuenlabrada players tested positive for coronavirus.
The decision caused controversy as final-day matches are usually played at the same time.
Depor released a statement in which they made clear the issue has been raised with LaLiga and the Royal Spanish Football Federation (RFEF), adding that the "competition and the spirit of the last two days have been corrupted with matches whose results influence others".
"Of course, we are in full agreement with the reasons that force the suspension and that are assumed by this club, but we consider that it must be understood that Fuenlabrada has not shown up for the match and that Deportivo is harmed by the dispute the rest of the day in these conditions," the statement continued.
"For all this, the Real Club Deportivo de La Coruna will study and take all the necessary legal actions, before the corresponding instances, in defense of its legitimate interests."
Depor slipped out of LaLiga at the end of the 2017-18 campaign. It is only 20 years since they were top-flight champions, as well as winning the Copa del Rey in 2002 and reaching the Champions League semi-finals in 2004 during what was a golden era for the club.
Rayo Vallecano, who were aiming to try and seal a play-off spot but finished the season outside the top six, released a statement prior to their game to "express their deepest outrage at the adulteration of the competition".
Elche are in the final play-off spot as it stands but are only one point clear of Fuenlabrada.