Company took money before my joining now refusing to return

i joined in a company.They asked Me to pay 5000 rupees for training.I paid the amount.I did't take the receipt because they told me that comapny doesnot give receipt.I asked three times about recept they told me the same thing .But i do have confirmation letter.They are saying the man u paid didn't gave them the money we are not responsible.I have the confirmation mail letter does it value if i go to cops.DO i need anything else to get my money back or my job.please tell me sir.