"Headley stayed in the city for a day in June 2008 and March 2009 and visited the Ashram, frequented by foreigners," Ravindra Sengaonkar, DCP, Crime, said.
The Ashram officials have told the officer that Headley visited the establishment at Koregaon Park for meditation.
Police sources also revealed that Headley travelled to Pune on a business visa and later left to Mumbai.
The National Investigation Agency (NIA), which is probing into Headley's links with the terror attacks in India, reportedly have the details of the terror suspect's visit to the Ashram.
Amirti Sadhna, a spokesperson of Osho Ashram, who stressed that Ashram was open to all and is visited by thousands of people for meditation, informed that the Ashram authorities are fully cooperating with police in the investigations.