Talking to Malaysia's Star newspaper, Datuk Jamal Sakaran said tourists were briefed on the rules of the mosque and offered modest traditional dresses, headscarves and hats to wear.
"We opened our doors to visitors because we want to introduce and let the people know the beauty of Islam, but such action has tarnished the image of our religion," he said.
Sakaran said he had closed the mosque to tourists and stopped buses and taxis from visiting the area.
The mosque is a popular stop for tourists visiting Kota Kinabalu before exploring the jungles of Sabah, which are famous for abundant wildlife.
The women in the video were unidentified, but believed to be foreigners.
While an minister of Sabah's tourism department told the Star that "strong action will be taken" against the tourists, State Tourism Minister Christina Liew was quoted in the Straits Times saying that legal action would not be taken, as the women were likely unaware of the severity of their actions.
However, she said authorities still wanted to track the women down to explain "that something they deemed as 'fun' was actually disrespectful and not right in Sabah".
It's not the first time tourists have run into trouble in Sabah. In 2015, four Western tourists pleaded guilty to obscenity charges, after posing naked at the top of Mount Kinabalu. The act was blamed for causing a deadly earthquake that occurred a few days later.