The pigeon was caught by villagers in Manyari, which sits on the border separating Indian and Pakistan-controlled parts of Kashmir - an area widely known as one of the most contested land borders.
Officials told Indian news agency PTI that security agencies are currently trying to decipher the message, which had been attached to one of its legs.
Kathua Police's senior superintendent Shailendra Mishra said the pigeon had flown from Pakistan into a woman's house on Sunday (24 May).
Locals in the village managed to capture the bird, before handing it over to the Border Security Force (BSF) - who in turn handed the bird to the local police in Hira Nagar Police Station.
Mishra said: "A ring was seen attached to one of its legs with some numbers on it and a probe is on.
"We can't say it was used for spying. Locals, seeing a tag tied with its leg, caught the pigeon.
"Some called it a coded message. In Pakistan's Punjab, people tie number tags on pigeons to claim ownership."
According to NDTV, the pigeon had a 'prominent pink patch' and a tag on its leg, and has been logged by police as a 'Suspected Spy'.
Officers have also reportedly hung the cage above the ground to keep the, er, suspect safe.
The police said that, so far, they have found nothing unusual with the latest 'Suspected Spy' pigeon, but said a special division in Jammu is looking into the matter.
It's not the first time birds have been intercepted with the belief that they are carrying messages from Pakistan.
In fact, it's something that happens fairly regularly, with a Kathua Police officer telling NDTV: "This is a sensitive area as it is just along International Border. Infiltration is also quite common along this route."
The unnamed officer said birds are used by people from across the border to send messages, adding: "Birds are normally not suspected. They do their work without sounding out an alarm also."
According to Sky News, in 2016 police in Pathankot - in India's Punjab state - seized a bird found near the Pakistan border, with a note attached to it allegedly containing a threat to Indian Prime Minister Narendra Modi.
The year previously, local media reported another bird had been captured after it was spotted carrying a 'stamped message' on its body.
Featured Image Credit: ANI
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