Faizabad Superintend of Police Sankalp Sharma said that the FIR has been registered under section 153 A- for promoting enmity between different groups and added that the matter is being investigated.
In the annual self-defence camp, the Bajrang Dal cadres are trained to use rifles, swords and sticks so that they can 'protect the Hindus.
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Similar camps would be held till June 5 in Sultanpur, Gorakhpur, Pilibhit, Noida and Fatehpur cities in the state.
The cadres can be seen killing men dressed as Muslims during the mock drill.
Manoj Verma, the organizer, said the cadres are given a lot of boost during the camps.
"We prepare them to boost their self-esteem. This training is of self-defence. They are taught to tackle different situations. This is about self-confidence," Verma said.
"This whole annual program is about boosting the self-confidence and morale of the cadres," he added.
Bajrang Dal, which is the youth wing of Vishva Hindu Parishad, has faced allegations of rioting and violence against religious minorities in the past.
Downplaying the furore over the annual self-defence camp, Uttar Pradesh Governor Ram Naik said yesterday that there was nothing wrong in conducting such camps, adding it should be continued at all costs.
Justifying his stand, Naik said such camps promote self-defence, which was a skill that should be imbibed by every individual.
"There is no harm in self-defence camps, what's important is to understand the intention behind them. All kinds of education teaching self defence is important and it should be continued at all costs. How can those who can't defend themselves, defend the society? Self defence must be taught in schools and other institutions," Naik told the media.