MADRID — In her new music video, Katy Perry pretends to be one of the thousands of tourists having the time of their lives on Spain's Balearic Islands in the Mediterranean. But some parts, filmed in a protected natural enclave, could bring trouble.

The regional government is investigating the video for her latest song, 'Lifetimes,' for the clips in which the 39-year-old American singer and songwriter appears jumping and running across dunes of the Ses Salines Natural Park, a protected area on the islands of Ibiza and Formentera, apparently without permission.