Two complaints, giving different versions of the incident, have been filed.
As the incident took place in a sensitive area, police rushed to the spot immediately, said Kheda superintendent of police Sachin Badshah.
"It is a communally-sensitive area. Though the Avadhut Ashram, where the incident took place, is located in a Muslim-dominated locality, no such incident had ever taken place there," he said.
"A person has been killed, which is very serious. Since two versions have surfaced, we will probe the matter thoroughly to find out which complaint is authentic," he said.
One of the complaint has been filed by Imran Vohra, Sajid's brother, while the other has been filed by Girish Yogi, son of Avdhut Ashram's head, Dalabapa.