The 26-year-old Australian signed an 18-month contract last week, but has yet to wear the colours for the club.
"Leeds United Football Club have officially complained to Fifa," chief executive officer Shaun Harvey said in a statement. "No justifiable reason has been provided for not issuing the consent."
Griffiths has an English wife, so does not require a work permit. Harvey added: "The FA raised the matter with their Swiss counterparts and are fully supportive of our position. We hope the matter will be resolved with the minimum of delay."
Leeds had hoped that Griffiths would have made his debut in last night's reserve game against Bolton.