The plea was made on behalf of Shehla's father Masood Sultan by his advocate Faizan Hussain.
The court fixed June 22 as the date for hearing the plea.
Later, Hussain told reporters that there were 150 witnesses in the case all of whom faced trouble travelling to Indore for hearings.
A similar plea for transferring the case was made in the court by the main accused Zahida Pervez.
But CBI counsel Hemant Shukla said the plea should not be entertained as it was filed without consulting the prosecution.
