A senior police official said a Delhi Fire Services personnel had "inadvertently" taken away the mobile phones and he did not know whom they belonged to.
Dhoni, who was at the Welcome Hotel with the members of the Jharkhand cricket team on March 17, had to evacuate the hotel premises after a fire broke out in a nearby shopping mall.
The cricketer's assistant, Vikas Hasija, and travel manager Sandeep Phogat could not find the phones when they returned to the hotel, following which a complaint was filed and an FIR registered at Dwarka South police station the same day.
Police got in touch with the firefighter, who then returned the mobile phones. He took them for safe keeping and was planning to return them, senior officials claimed.
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They said the firefighter made an error of judgement and did not know whom the mobile phones belonged to.
A senior police officer said, "We approached the hotel staff and questioned some of them. Later, we scanned the CCTV footages and found that the firefighter had inadvertently taken away the mobile phones. He returned them claiming he did not know about the owner. It was an error of judgement on his part."
Meanwhile, the Hotel in a statement said, "The probe has indicated no involvement of the hotel staff and no FIR has been registered against us. We have fully cooperated with the authorities in their investigation.