Malik has been asked not to leave India while police in Hyderabad investigate the charges, senior police official A.K. Khan said Monday.
In her complaint, filed Sunday, Ayesha Siddique alleged that Malik married her in June 2002 and she accused him of subjecting her to cruelty and harassment by denying that the wedding took place and by trying to marry another woman.
Police visited the home of Mirza in Hyderabad, the capital of southern Andhra Pradesh state, where Malik is staying and recorded his statement on Monday, Stephan Ravindra, a deputy commissioner of police said.
Police are investigating complaints of criminal intimidation, cheating, fraud and harassment for dowry against the Pakistani cricketer, Ravindra told The Associated Press. Police also questioned the complainant, Siddique.
Malik and Siddique had reportedly developed a friendship on the Internet.
Malik, who has been banned from representing Pakistan for a year due to infighting within the team during a recent tour of Australia, said in a written statement on Sunday that he had married a girl named Ayesha over the telephone phone in June 2002 and signed a marriage certificate but he believed he had been deceived by another woman claiming to be Ayesha Siddique.
He arrived in Hyderabad, Mirza's hometown, last week from Pakistan to work out arrangements for his wedding to the tennis star, which is scheduled to take place April 15.
Mirza broke off a previous engagement earlier this year before announcing her plans to marry Malik.
The news of the Malik-Mirza wedding plans sparked instant news coverage in the region because neighboring Pakistan and India are longtime rivals, and have fought three wars since their independence from Britain in 1947.
Siddique claims to have a copy of "Nikahnama" or a marriage certificate issued by the Pakistani authorities in Malik's hometown Sialkot in June 2002. It carries the signature of Shoaib Malik as well as those of two witnesses.
Farooq Hasan, a lawyer represnting Ayesha Siddique in Pakistan, told reporters in Lahore that he will soon be filing case against Malik in Pakistan's civil and criminal courts.
"We will also try to stop Malik's marriage with Sania Mirza," Hasan said. "If the courts in Pakistan asked, Ayesha Siddique will also travel to Pakistan and appear before the courts.
"The courts in Pakistan will decide about the authentication of Nikahnama."
Hasan said that he had received initial documents from the Siddique family and wouild file the case on the basis of that evidence.