Yes, you need spearfishing licence. It is not difficult to get it. You can do this in any decent diving club. Rules are pretty much the same as in Spain or Italy. I went in September and I could only buy licence until the end of that year. I do not think they sell licence for a week or a month.
My licence was something like 30 euros. I cannot remember exact price, but it was not too expensive.
You can find price list here:
http://www.ffessm.fr/ffessm/pdf/Tarifs_2007_2008.pdf
Perhaps someone will be so kind to translate this to English/Spanish for you.