He did not specify who has lodged the complaint.
Deshmukh also said the Centre should come up with a law to regulate content on the OTT platforms to ensure no "caste-based discrimination or communal divide" is caused due to any content available there.
The minister downplayed questions about the Uttar Pradesh Police visiting Mumbai in connection with an FIR against the web series.
He said the Maharashtra Police personnel also go outside the state to conduct probes.
"They (UP police) had informed us that an FIR has been registered there and they will be coming here for an investigation," he added.