In his tweet, Shah Rukh also revealed that the incident took place when he wasn't in the house.
"U can't leave ur house for a day without sum one messing with it!! Shocked!!!" read Shah Rukh Khan's tweet.
Mumbai police said it will send its staff at SRK's residence and investigate the matter.
"I will send the staff at SRK's residence and will investigate the matter," senior police inspector Ramchandra Davle of Bandra police station said.
Messages like 'love you SRK' and 'c u on 15th' have been painted on the compound walls of Shah Rukh Khan's four-storeyed bungalow Mannat in Bandra. The messages were signed 'Gaurav'.
The news has caused a stir on social media, with 'Mannat' being one of the most trending topics on Twitter. Mumbai police to investigate graffiti on walls of SRK's bungalow MannatWalls of Shah Rukh Khan's bungalow Mannat in Bandra, Mumbai were painted with graffiti on Wednesday.
Details of who painted the walls and what was the motive behind the act are awaited.
On the work front, the 49-year-old actor has Rohit Shetty's 'Dilwale', Rahul Dholakia's 'Raees' and YRF's 'Fan' lined up for release.