Security was on Sunday stepped in and around India Gate, the war memorial which attracts thousands of people on Sundays, with police restricting entry into the area.
The move comes three days after twin blasts rocked Hyderabad killing 16 people and leaving 117 injured.
Indian Mujahideen terrorists are suspected to be behind the blasts and those arrested in connection with Pune blasts have claimed to have told police that they had recceed Hyderabad and other cities.
Police stepped security in the national capital, especially at India Gate as it is one of the most crowded locations in the city during weekends.
A senior Delhi Police official said its personnel have been alerted and they were keeping a tight vigil on the city.
"There is nothing to panic. We have taken all precautions," the official said.