It was a bad weekend for Mexican boxer Julio Cesar Chavez Jr.

Chavez lost a bout in Las Vegas on May 6 - then the married pugilist was caught on camera two days later with three trash-talking, butt-slapping women - and was robbed of his phone and a $40,000 (A$54,000) watch, reports the New York Post.

The newly released video, allegedly recorded on May 8 in the boxer's MGM Grand suite as he recovered from the beat-down he got from Canelo Alvarez, shows a very drunk Chavez lying on the bed, his hands splayed over his head.

The 31-year-old mumbles incoherently as at least three women parade around him, pulling down their pants and showing skimpy underwear.

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The camera is mainly pointed at the women, one of whom is seen twerking. The video also shows men in the room, who are cheering on the women as they show their butts.

Frida Chavez told ESPN she watched the video and is convinced her husband was the victim of a set-up.

Frida said she was with her husband at the hotel bar and they were partying together with a British man and some women from Tamaulipas in Mexico. She said she got tired and went to a separate room, where their young daughter had been staying with the nanny.

When she returned to her husband's room early the next morning, she found him zonked out - and a pricey Hublot watch and his phone missing. She also couldn't immediately find the $3 million (A$4.06 million) check he got for getting into the ring with Alvarez.

Soon afterwards, Frida said she began getting calls from people who had taken the phone. She said they sent her the lurid videos.

"They sent me messages," she said, calling the whole thing a plot to steal from the couple.

ESPN reported the check was later found in the suite, but Frida says she plans to sue the hotel over the theft.