They filed the complaint against the actress and her sister Rangoli at the Andheri magistrate's court here, the actor said.
"Yes, we have filed a criminal defamation case...we have also kept the option of filing a civil defamation suit open," Pancholi told PTI.
Kangana had alleged in the past that she was in an abusive relationship with Pancholi, when she was a newbie in Bollywood.
Pancholi claimed that the actress had been maligning him for years, but when she named him and spoke in a derogatory manner about him on television, he decided to file the complaint.
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"I can't be called a woman-beater or an abuser or (accused of) the image that she has given me. I am not going to sit back and take all of this," Pancholi added.
"She does not have any proof about the complaint that she is talking about in TV interviews. The onus is on her to prove things now," the actor said.
He and Zarina had, a few days ago, issued a legal notice to Kangana and Rangoli demanding an unconditional apology, but they did not give a satisfactory reply, Pancholi added.
Kangana had alleged that she was in a relationship with Hrithik, but the latter had denied any off-screen romance between the two of them. Both have slapped legal notices against each other.
When contacted, Kangana's lawyer Rizwan Siddiquee said, "My client, who has been a victim in the entire episode, has largely spoken about her personal experiences and it has been reported on various media platforms since 2007.
"Besides, the law of the land does not give any added advantage to any male person to silence any (victim) woman with the threat of filing defamation proceedings against her.