A secretary to industrialist Nusli Wadia, approached NM Joshi Marg police station on Tuesday saying a "threat" message was received on a mobile phone from somebody who claimed he was fugitive gangster Ravi Pujari, deputy police commissioner Mahesh Patil said.
The secretary's name has been withheld. Patil, however, did not clarify if the phone belonged to the secretary or one of the members of Wadia family.
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The complaint has now been transferred to the crime branch, which usually probes cases related to the underworld.
No spokesman for the Wadia group could be immediately contacted for comments.
Ness and Preity had broken off their courtship a few years back but continued to share business interest and co-owned IPL team Kings XI Punjab.
Preity Zinta had filed a police complaint against Ness Wadia alleging that he molested, abused and threatened her inside Wankhede stadium in south Mumbai on May 30.
Later, her lawyer clarified that Preity had nowhere alleged ''sexual molestation".
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(With inputs from PTI)