The two suspects have a criminal history and use auto-rickshaws to travel to commit crimes, said police.
The thieves forcibly entered Anupam Kher's office during the night and escaped with cash and valuables worth Rs 4.15 lakh, said cops.
Mr Kher provided details about the theft on Instagram earlier in the day.
"Two thieves were involved in the crime. They broke through two doors and stole a safe from the accounts department, which they could not open. They also took the negatives of a film produced by the company, which were kept in a box," Mr Kher said in his post.
Mr Kher said his office promptly filed a First Information Report (FIR). "The police have assured the thieves will be caught very soon," he added.
CCTV footage from the scene showed the thieves fleeing in an auto-rickshaw with the stolen items.