Macedonian State Secretary Igor Ilievski handed the formal complaint to the Greek ambassador in Skopje.
"This is contrary to the spirit of friendship and neighborly relations. We expect officials in Athens to condemn this incident," the Foreign Ministry said.
Relations between the two Balkan neighbors have been strained since Macedonia gained independence from Yugoslavia in 1991 over a name dispute.
Greece argues Macedonia's name implies a territorial claim against the Greek region of the same name.
Last week, the Albanian government also complained about a similar video involving Greek soldiers and posted on the popular video sharing site YouTube.
Greece's Defense Ministry condemned the soldiers' conduct and ordered an inquiry into that incident and the video's authenticity.