The Crime Branch had taken over the probe in the case from the district police earlier this week.
The woman had filed a complaint against Daati Maharaj at the Fatehpur Beri police station in south Delhi on Sunday. The case was subsequently transferred to the Crime Branch.
The police said they visited the ashram in Asola, Chhatarpur for "evidence collection".
On June 13, the police had examined the victim and got her statement recorded before a magistrate. They have also issued a lookout circular against Daati Maharaj to ensure that he does not leave the country.
The woman has told the police that she was a disciple of Daati Maharaj for a decade, but after she was raped by him and two of his disciples, she returned to her native place in Rajasthan.
The woman has also alleged that she was sexually abused at the godman's ashrams in Delhi and Rajasthan and named two male disciples of Daati Maharaj.
She fled from one of the ashrams two years ago and had gone into depression.
After she recovered from her trauma, she narrated her ordeal to her parents, who approached the police and a case was registered.