Party activists, led by Maharashtra unit President of NCP women's wing Chitra Wagh, submitted a written complaint to Sitabuldi Police Station.
In the complaint, the Opposition party members said the 50-year-old actor's remarks were derogatory and he should be booked under relevant sections of IPC for insulting women.
The women activists, wearing black ribbons, later staged a demonstration at a square near the police station.
They warned of street protests if an offence was not registered against the actor, who courted controversy after saying his filming schedule for "Sultan" was so gruelling that he felt like a "raped woman".