The channel aired visuals of a prisoner boasting of selling narcotics to the inmates.
The availability of luxuries like television, mobiles and cigarettes was also shown in the footage labelled as "sting operation by prisoner".
Superintendent of sub-jail Gaurish Shankhwalkar told PTI that the prison administration has initiated inquiry into the sting operation.
"We are investigating whether drugs are really sold behind bars. We cannot comment anything at this juncture," he said.
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"We are still searching," he added.
Also, the sting shows one of the inmates claiming that "senior officers in-charge of this jail were sharing the profits made out of the sales."
Sada sub-jail, a highly guarded prison, was in the news earlier for frequent escapes.
The state-constituted Lavinsons Martins committee had recommended severe security measures to be implemented in this jail.