Indian Home Minister Shivraj Patil said the blasts were "definitely not an accident." There has been no claim of responsibility.
The death toll also remains unclear. There are unconfirmed reports of between 16 and more than 30 killed in the explosions.
The first blast occurred near the Indian capital's main railway station, in the crowded Paharganj bazaar.
Minutes later, another explosion occurred in the southern part of the city, as well as at a third location. There have since been reports of at least one more blast in New Delhi.
The explosions come as India is preparing for Diwali, the Hindu festival of lights, on 1 November.