Bolpur Sub-divisional Police Officer Suryaprasad Yadav said the university lodged the complaint against three Kala Bhavan (school of fine arts) students and "an unknown outsider".
"We have initiated investigation after receiving the complaint," Yadav said.
The Sikkimese girl, a second year student of Kala Bhavan, lodged a written complaint against the three students of her department that they had sexually harassed her and clicked some photographs with their mobile phones and threatened her to blackmail with those.
"We shall complete the investigation and submit report to the concerned authority as early as possible," she said.
The girl's father met Vice-Chancellor Susanta Datta Gupta yesterday and demanded steps against the culprits.
After the meeting, the girl and her father were taken to Bolpur railway station in a university car from where they left for Kolkata by the Saraighat Express.