The two women who allegedly entered the ballroom where the function was going on were captured in CCTV cameras and police are looking for them.
The complainant, Shreeram Khaitan, hosted the marriage ceremony for his daughter at Hotel Shangri-La's Eros Hotel on January 29 at its ballroom, police said.
His wife, Rekha informed him around 11.30 PM, that the bag she was carrying that contained valuables was missing, they added.
Later, his wife realised that the bag containing a gold chain, a diamond ring in gold, iphone-6 and 20-25 pieces of silver coins was missing, they added.
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Khaitan brought this to the notice of the hotel security staff, who told him they had seen two women going out with the same bag, police said.
The hotel security made efforts to trace them or verify their identity but they could not, Khaitan told police.
He filed a police complaint the next day.
The Inter State Cell of Crime Branch had been tasked with probing the matter but they haven't been able to nab the accused.
Last month, police had claimed to have busted a gang of thieves who would allegedly target marriage venues with the help of their juvenile assistants whom they had kept as a bonded labour.
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