Normally, the IMEI number of a mobile is found by dialing *#06# on mobile. What if mobile is lost? and we haven't noted the IMEI number. We do not have mobile to dial and check. In this case, there are few places you could check for finding out the IMEI number.
Mobile phone package: If you still have the mobile phone package/carton box in which the phone was shipped, It will have the IMEI number.
Mobile phone purchase bill/Invoice: Mobile phone purchase bill will have the IMEI number noted. If your bill is missing, then still you may get the duplicate bill/invoice from the retailer. If mobile is purchased from online retailer like Flipkart, EBay, Amazon, Snapdeal, etc. It can be obtained from purchase history in the respective website.
In the warranty card or the user manual of the mobile.
So if you have any of the above options available, it is possible to obtain the IMEI number for reporting to the police. Below you can see my Xiaomi Redmi 1S's box with IMEI labels. I have masked it for privacy.