Sources said a team of Mumbai police visited Delhi and conducted an inquiry with Salem's defence counsel, lock-up in-charge and security personnel who were deployed for escorting Salem.
The team will visit Lucknow Thursday for a further investigation.
According to media reports, Salem married a woman from Thane, on the train to Lucknow, with a Muslim cleric presiding over the nikah ceremony over telephone. The wedding, purported to have taken place in January, is being seen as a security breach.
An anti-terror attack court in Maharashtra earlier this month ordered an investigation into the reports about Salem's wedding.
The court directed police to conduct an inquiry as to how an accused, who was in judicial custody, could marry on a train without the court's permission.
Salem, extradited from Portugal in 2005, is facing trial in eight cases in India, including the 1993 Mumbai blasts case, and is currently lodged in a Mumbai jail.
