Mallya has been in the UK for months, escaping arrest warrants against him, while a court in London is also hearing a case regarding his return to India.
Modi today met May during a bilateral meeting on the sidelines of the G20 Summit here and sought UK's help in this regard.
Both leaders also talked about the complete range of India-UK ties.
Asked whether India seeking cooperation from the UK was limited to Mallya or whether Lalit Modi was also mentioned, Baglay told reporters, "I don't want to get into the specifics but the phrase used in the tweet is escaped economic offenders and it is plural."
"These are the brief discussions at such forums where leaders mostly touch upon these top priority matters," he told reporters here.
Baglay refused to comment directly on any question related to Mallya.
In April, he had attended a central London police station for his arrest and was released on conditional bail a few hours later after providing a bail bond worth 650,000 pounds, assuring the court of abiding by all conditions associated with extradition proceedings, such as the surrender of his passport and a ban on him possessing any travel documents.
Lalit Modi, the former chief of Indian Premier League (IPL), is wanted by the Indian authorities with respect to a money laundering probe and he is said to be in the UK.
The Enforcement Directorate had registered a money laundering case against Lalit Modi and others based on a Chennai police complaint in 2012 on charges of alleged cheating of BCCI-IPL in granting overseas telecast rights of the T-20 cricket tournament in 2009.
India and the UK have an Extradition Treaty, signed in 1992, but so far only one extradition has taken place under the arrangement --Samirbhai Vinubhai Patel,who was sent back to India last October to face trial in connection with his involvement in the post-Godhra riots of 2002.
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