"This activity puts in danger cultural expression and prevents the film industry from getting a fair reward," the bishops wrote in a paper released by the Episcopal Commission on Media and Communication (CEMCS) on Tuesday.
"The spreading (of piracy) can damage the legitimate rights and interests of a vast number of professionals working in the film industry," the report said.
Piracy breaks two of the ten commandments, according to the bishops: thou shalt not steal and thou shalt not covet.
Piracy is a serious problem in Spain, where nine of of every ten downloads is illegal.
It is one of the worst countries in Europe for downloading illegal content - including music, films and television series.
An Intellectual Property Law, passed in January 2015, dishes out fines of up to €600,000 for piracy, but critics have complained that the law is not working and is seldom applied.
The bishops' report highlighted the "great value" of the film industry for the "spreading of culture" and as a valuable tool for evangelization.