Anjali has gone missing from the hotel since yesterday morning and her mobile phone was also in switch-off mode, they said, based on a complaint lodged by Ravi Shankar, the brother of the actress.
Police said that they have registered a missing case and investigating the matter.
Anjali acted in hit Tamil film 'Engaeyum Eppothum' and 'Angaadi Theru' besides the multi-starrer Telugu movie 'Seethamma Vakitlo Sirimalle Chettu'.
Some TV channels showed reports claiming that Anjali had accused her step mother Bharati Devi and Tamil film director Kalanjiyam of harassing her before coming to Hyderabad.