The ad by sporting index dot com, which shows Jesus with a bikini clad woman and a bottle of champagne, has received a number of complaints.
Speaking to Premier, Dr Dave Landrum from the Evangelical Alliance questioned whether other religious figures would have been targeted in this way.
We have heard from the Advertising Standards Authority.
A spokesman for the Advertising Standards Authority said: "The ASA is responsible for ensuring that UK ads do not contain anything that is likely to be misleading, harmful or offensive.
"When judging whether an ad is likely to cause serious or widespread offence we have to take into account the medium in which the ad appears, context, audience, product and prevailing standards in society.
"I can confirm that we've now received six complaints and are looking at the ad to establish whether or not there are grounds for further action."