Mayor Rudolph W. Giuliani said yesterday that an exhibition at the Brooklyn Museum of Art that includes a color photograph of a nude woman in Christ's place at the Last Supper was ''disgusting,'' ''outrageous'' and ''anti-Catholic.'' Then he declared that he would appoint a commission to set ''decency standards'' to keep such work out of museums that receive public money.

Virtually every museum in New York City receives city money.

Mr. Giuliani, who tried to shut down the Brooklyn Museum in 1999 over the ''Sensation'' exhibition, which included a painting depicting the Virgin Mary with a dollop of elephant dung on one breast, said that even though he had lost that case in court, he was considering filing suit again.

If he did, he said, he might base his argument on a 1998 Supreme Court ruling that endorsed what the mayor called ''decency standards'' for the National Endowment for the Arts.

''I'm going to look at what penalties are available for this,'' Mr. Giuliani said at a news conference at City Hall. Just as in 1999, he was reacting to large headlines and pictures in The Daily News without having seen the exhibition itself. He added that he and his lawyers would be investigating ''a way to get this dispute to the place where I think we could win it, which would be the Supreme Court of the United States.''