The Mumbai police on Wednesday arrested Indrani Mukherjea's ex-husband Sanjeev Khanna in connection with the alleged murder of their daughter Sheena Bora.

He was taken into custody following an interrogation.

On Tuesday, Mumbai police had arrested Indrani, the current wife of former media tycoon Peter Mukherjea, for allegedly killing Sheena in 2012 with the help of her driver Shyam Manohar Rai.

It was Rai who had confessed before the Mumbai police about the kidnapping and murder of Sheena and revealed that Indrani was the mastermind of the murder.

Earlier, Indrani had claimed that Sheena was her sister but later confessed that she was her daughter from a previous marriage. Her confession was followed by Sheena's brother Mikhail Bora revelation about the same.

Indrani's husband, Peter, claimed that he was unaware of the fact that his wife murdered Sheena and that she had two children from a previous marriage. 

"I am completely shocked and horrified by the information that I am getting, both in terms of who Sheena Bora actually is, whether she is the sister or daughter (of Indrani), who is Mikhail and whether he is the son or brother (of Indrani), how many marriages Indrani has had in the past and the entire episode of Sheena Bora going missing and getting murdered," he said in an interview with India Today.

He added that both Sheena and Mikhail "were introduced to me as Indrani's siblings".

The police have sought both Indrani and her driver Rai's judicial custody until 31 August and suspect that more people could be involved in the murder of Sheena.