Sushant Singh Rajput's father had sent Mumbai Police a WhatsApp message on Feb 25 where he warned police about threat to late actor's life.
Mumbai DCP, Paramjit Singh Dahiya said after receiving messages from Sushant's father, he has told the family to give written complaint.
While speaking to ANI, Dahiya said, "I had a telephonic conversation with Sushant's father after he sent me WhatsApp messages.
I told Sushant's father clearly that he should give a written complaint.
We never received any written complaint."
