The police registered the case against Khosa and his accomplices following a court order, Geo News from Lahore reported Thursday.
A petition had been filed in Lahore High Court for the recovery of the actress.
The petitioner had said that Sapna has been missing for eight months and police were not supporting them.
The family feared that Khosa, who had married Sapna, has been killed.
Khosa had admitted in the High Court that he had married Sapna but later divorced her. He said he did not know about her whereabouts.