"An Accidental Death Report (ADR) has been registered at the Dadar police station as the incident took place in the jurisdiction of city police," assistant commissioner of police Sunil Deshmukh told PTI.
Police have got hold of CCTV footage of the bridge, he said. "We are also approaching some eye-witnesses to get information about the incident," he added.
Some onlookers shot videos of the incident on mobile phones and police are seeking help from them for the investigation, he said.
Twenty-one of the 22 dead have been identified while a woman's body remains unidentified, he said.
A Railway Protection Force official had said that the footbridge got overcrowded and became slippery due to rain, which caused panic.
"Due to sudden rain, people waited at the station. When the rain stopped, there was chaos as people rushed out," railways spokesperson Anil Saxena had said.
Police also suspected that a short-circuit with a loud sound near the bridge led to panic.