The normal tear gas was not working and would be replaced, said a senior police officer, requesting anonymity.
"The new tear gas will have a chemical that will cause itching for a short period of time and the protesters will be forced to leave the site," the officer said.
In the last two days, the force has spent 375 tear gas canisters at India Gate and other parts of Lutyens' Delhi to disperse the charged crowds seeking justice for the 23-year-old gangrape victim, but has failed as protesters have kept coming back.
The latest tactic is on the lines of the one used by the Central Reserve Police Force (CRPF) that replaced tear gas with chilli grenades to contain protest in Jammu and Kashmir.
Coloured dyes will also help identify protesters.
"The coloured gas will leave a mark and can also be used as evidence in the court. It will also help in preventing the protesters from returning to the protest site," the officer said.
While the chilli grenade, which use oleoresin (a chilli extract), produces smoke that causes irritation in the eyes, temporarily blinding a person, the new tear gas shell only causes itching.