Malcom, who Goal understands is close to a £44 million move to Arsenal this month as the replacement for Alexis Sanchez, appeared alongside team-mates Jonathan Cafu and Otavio in a clip that was uploaded shortly after Tuesday's 2-0 defeat at home to Caen.
The Brazilians could be seen smiling with friends outside the Matmut Atlantique, prompting an angry reaction from supporters.
Bordeaux criticised the players, who now face sanctions from the club, for a lack of "maturity, solidarity and respect".
An official statement read: "Bordeaux strongly condemn the video published on social media on Tuesday night outside the Matmut Atlantique by friends of Cafu, Malcom and Otavio.
"Faced with this lack of maturity, solidarity and respect towards the club and all its components, Bordeaux will summon the three players mentioned to a disciplinary hearing as soon as possible."
The loss to Caen left Bordeaux 13th in Ligue 1 and in danger of slipping into the relegation play-off spot ahead of this weekend.
A run of just two wins in 15 matches, which has seen exits from the Coupe de la Ligue and Coupe de France, has led to reports head coach Jocelyn Gourvennec will be replaced by Michel Preud'homme.