Anyway I've found this tip by mistake. I was just opened a page and it automatically started downloading this huge file which I didn't wanted to download with phone. So I started stopping it by clicking on the download manager, but didn't find any option for that. Then thought let me just turn the phone off and it will be fine, but unfortunately that didn't work either.
And then did the steps below.
- Stopped the mobile data connection. So that it does waste my data just for nothing.
- Clicked on "My Files".
- Then clicked " Download hostory".
- Then selected the file which I wanted to stop downloading.
- And then hit the Delete.
That's it problem solved! And saved about 200+mb of my mobile data.