The Brazil star stunningly joined PSG from Barcelona for a world-record €222 million in August, demonstrating the scale of the threat the Ligue 1 powerhouse now poses to Europe's established hierarchy.
La Liga have subsequently called on UEFA to investigate both PSG and Manchester City over potential breaches of Financial Fair Play rules.
European football's governing body has confirmed it will assess the Parisians but is not looking into the economic affairs of City at this stage.
Speaking at Soccerex, Tebas was asked if he was concerned about Barca's Lionel Messi and Cristiano Ronaldo of Real Madrid following the example set by Neymar in departing LaLiga for the riches on offer elsewhere.
"I think the buy-out clauses of these players are higher but if [PSG chairman] Nasser [Al-Khelaifi] wants them, he can just open the gas and buy them," he said, referring to the wealth, derived from fossil fuels, of PSG's owners, the Qatar Investment Authority.
"This is not the market price, it is the gas market price.
"Maybe PSG can sustain these prices, I don't know. It's very easy for them to manage it, it's not complex. But what we can see after this summer, is they are laughing at the system.
"I don't know if it is rude but a Spanish journalist defined it quite well: what we have done is caught them peeing in the swimming pool.
"Neymar has peed from the diving board. And we can't accept this. At least we need to open up a file, this needs to be investigated.
"It's not because PSG has taken a player from Barcelona. We are very concerned about this situation.
"We have fought a lot to move forward with LaLiga, with the TV rights. What they are doing is affecting us once again.
"They are affecting the economic structure of the league. This is going to damage the industry."