A senior official of the Bidhan Nagar Commissionerate said a look out notice had been issued against Panja by Delhi Police in connection with a case.
However, details of the case were not immediately available.
Panja, who co-produced the detective film 'Byomkesh Bakshi' in 2010, left for Dhaka along with the Chief Minister on February 19.
He was detained by the immigration at the NSC Bose International Airport shortly after Banerjee, along with the entourage, returned to the city last night, the official said.