A complaint was filed by Dhoni on Saturday after his mobiles, including an iPhone, went missing during a fire at the WelcomHotel on Friday in Dwarka, Deputy Commissioner of Police Surender Kumar told IANS.
The complaint stated that he lost the devices during the evacuation process.
Dhoni along with his Jharkhand Cricket Team members had rushed out of the hotel in a hurry as smoke had entered their rooms. He had forgotten to carry some of his belongings, including the phones.
Later after the fire was doused and he got back to his room, he found that his mobile phones were missing, Kumar said.
The police are investigating the case and the hotel staff are being interrogated. A CCTV footage of the lobby is also being examined, Kumar added.
The fire broke out on Friday morning at the back side of the hotel.
Around 550 Indian and foreign guest were also evacuated. No casualties were reported.