The actresses had come for a charity function, organized by Nepal Army Wives Association, headed by the wife of army chief Gen. Rajendra Chhettri, for benefit of victims of last year's devastating eathquake.
The Kantipur daily on Sunday reported that Gen. Samir Shai was at the Tribhuvan International Airport on Friday to receive Sonakshi while other senior army officials received Malaika and held such acts will "demoralize" the army and "reduce its prestige."
Following the article, several complaints were lodged at Hello Sarkar, a wing of the prime minister's office that looks after public grievances, over the "misuse" of the Nepal Army.
The prime minister's office has sought explanation from the defence ministry, Pradhinna Uphadhya, an under secretary at Hello Sarkar, told media.
Defense Secretary Mahesh Dahal said that a probe will be launched in the incident.
Nepali film industry superstar Rajesh Hamal said that he was "shattered" by the incident.
"Nepal Army: The Pride of the Nation....But when I read today's news my pride as a citizen has been shattered....as a humble artist of this nation I feel humiliated...If they had to receive the artists from abroad they should have done in plain clothes," he posted on his Facebook wall.
Sonakshi had arrived in Kathmandu on Friday noon to perform in a concert named "Amarpanchhi" that took on Saturday at Tundikhel.
