Lawyer Gurmukh Singh, who lodged the report, said the Facebook comment was in "bad taste and was disrespectful", and that the user should not have made such insensitive remarks.
"We are a peaceful religion and live in harmony with other races and religions...But that does not give others permission to put us down," he added.
Deputy Superintendent M Gunalan said they were looking into the matter.
Amarjit Singh Gill, the Secretary General of Ipoh state based Malaysia National Sikhs Movement, said: "Malaysia is a peaceful and harmonious country. We have grown to respect one another for so many years and it is shocking that you still get individuals making such derogatory and insulting remarks."