The inquiry was ordered after a written complaint was today filed by Joint Secretary of Mumbai Cricket Association, Nitin Dalal, with Marine Drive police station.
According to Assistant Police Commissioner Iqbal Shaikh, police reached the stadium last night soon after they were informed about the alleged misbehaviour of Khan with MCA officials.
Police took away Khan immediately from the spot and diffused the tension, he said.
"We were told that Khan had entered the ground with some children after the match was over. When security guards objected, the actor allegedly manhandled guards and used abusive language against officials of MCA, Cricket Board, security guards and a woman who is yet to be identified, said ACP Shaikh."
"We were also informed that the actor was under the influence of alcohol," the ACP said adding "even I could smell alcohol while taking away Khan in a vehicle to another place outside the stadium."
Shaikh said inquiry into the incident was on and police would record the statement of witnesses. He, however, refused to comment when asked if the actor would be called for questioning.
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He parried a question whether Khan would be subjected to medical test to determine if he was under the influence of liquor.
Khan was today banned for life from Wankhede Stadium after getting into an alleged scuffle with MCA officials at the Stadium. But there was a confusion over whether the actor has actually been banned with IPL Chairman Rajiv Shukla saying a final decision on the matter would only be taken after getting the version of all the involved parties.
"I will take the version of the MCA, Shah Rukh Khan and the police before talking about the issue," he told reporters in New Delhi.