The actor had parked his 2008 make Mitsubishi Pajero worth Rs 12 lakh outside Madhuban Society, his residential building on Wednesday evening, but it was found missing the next day, the police said.
Later, the actor lodged a vehicle theft complaint at Santacruz police station, the police said.
The building's security guard informed that he had seen the vehicle until midnight, Santacruz police station senior inspector Arun Chavan said.
"We suspect that thieves struck in the wee hours of Thursday," he said.
Thieves are known to sell stolen vehicles to their agents after preparing forged documents. Without disclosing the fact that these are stolen vehicles, agents either rent or sell them to people involved in election campaigns, the police said.