In a statement, issued only four days before the end of the tournament, football's governing body also called on Saudi Arabia and other countries to crack down on illegal broadcasts.
FIFA's decision comes after it was urged by Qatar's beIN Sports to take action after the broadcaster said its exclusive rights to show matches in the Middle East had been compromised by a pirate channel in Saudi Arabia, known as beoutQ.
"FIFA has observed that the pirate entity named 'beoutQ' continues to use illegally the 2018 FIFA World Cup broadcast signal," read the statement.
"Accordingly, FIFA has engaged counsel to take legal action in Saudi Arabia and is working alongside other sports rights owners that have also been affected to protect its interest."
The statement added: "FIFA urges the authorities of Saudi Arabia and of the different countries where these illegal activities have been observed to support us in the fight against piracy."
Last month, Saudi Arabia said it has confiscated more than 12,000 pirating devices in the country.
Doha-based beIN secured rights to broadcast all 64 World Cup matches from Russia across the Middle East and North Africa (MENA) region to 24 countries.
It said it had been unable to reach a deal with Saudi Arabia to show the matches.
BeIN claims that since last October "beoutQ" -- using a signal from Riyadh-based satellite provider Arabsat -- has been illegally transmitting its broadcasts.
These have appeared not only in Saudi Arabia but also Morocco, Jordan and countries further afield, according to beIN.
The piracy issue has surfaced at a politically sensitive time in the Gulf, with Qatar boycotted by its neighbours, including Saudi Arabia, in a highly fractious 13-month long diplomatic and economic dispute.
Qatar has been isolated since June 2017, accused by Saudi Arabia and its allies of supporting terrorism and being too close to Riyadh's archrival, Iran -- charges Doha denies.
BeIN had urged FIFA to move as it claims it is unable to secure legal representation in Saudi Arabia because of the boycott.
The piracy row has placed FIFA in an increasingly awkward position.
Qatar is the host of the 2022 World Cup and its national airline, Qatar Airways, is one of the tournament's major sponsors.
However, in recent months intrigue has surrounded the apparently warming relationship between FIFA's president Gianni Infantino and the Saudi crown prince, Mohammed bin Salman.
The pair were widely pictured together at the first game of the World Cup, which the Saudis lost 5-0 to hosts Russia.
Last month, Saudi sports authority chief Turki al-Sheikh, urged Infantino on Twitter to take action against beIN, accusing it of politicising sports.