Anticipatory bail is required to be taken from the court which has jurisdiction over the place where the offence took place. Since the offence is registered in Madhya Pradesh, you’ll have to approach the competent court in Madhya Pradesh and NOT in Mumbai where you live.
Anticipatory bail application can be filed either in the Sessions Court of the district where the offence took place or in the high court under which such district comes. So, file your anticipatory bail application preferably in the Sessions Court of the concerned district of Madhya Pradesh. If needed, you can later approach the Madhya Pradesh high court.
However, I may clarify that sometimes in some very urgent cases (when the police is about to arrest and there is imminent danger of arrest, leaving you with no time to approach courts of the other state), the high court at the place of your residence may also grant you anticipatory bail but that will be only for a temporary period of a few days and that is also to enable you to meanwhile approach the competent court of the state (where the offence took place) for getting a regular anticipatory bail. This is a sort of interim protection for a few days to enable you to approach the appropriate court in the state where the offence took place. But, this is only an exceptional step which is taken only in extreme and urgent cases. Normally, you have to approach the courts in the place where the offence took place and NOT where you reside.
Dr. Ashok Dhamija is a New Delhi based Supreme Court Advocate and author of law books. Read more about him by clicking here. List of his Forum Replies. List of his other articles. List of his Quora Answers. List of his YouTube Videos.