The record of the visitors, said to be Rana's relatives, is supposed to be in the jail log.
Confirming the FIR, police commissioner Ram Singh said, "We are probing how the bullets were smuggled inside the jail and what was the motive."
Rana, a former general secretary of the Shiroamni Akali Dal (SAD) district unit, had allegedly gunned down Punjab police ASI Ravinder Pal Singh at Chhehrata in Amritsar after the ASI had objected to the harassment of his daughter by Rana and his men.
Repeated efforts to contact the jail authorities bore no fruit.