The video shows Navas being followed by two masked men as he walks down the street before they jump out of their vehicle and cover his head with a bag.
He was part of the Sevilla side that won the Uefa Cup in 2006 and 2007 but suffered from chronic homesickness, which led him to turn down a move to Chelsea in 2006.
The winger was a free agent after leaving Manchester City in the summer and returns to Sevilla, the club where he progressed through the youth ranks before breaking into the senior squad.
Navas, who played 395 times for Sevilla after his first-team debut in 2003, has 35 worldwide caps but hasn't played for Spain since being left out of the 2014 World Cup squad.
However, while he was far from prolific, he did prove to be valuable for City and won one Premier League title and two League Cups.
But he is now back at the Ramon Sanchez Pizjuan after agreeing a four-year deal, with Sevilla confirming his return in unusual fashion.