Besides those killed, at least 90 people were injured in the five blasts police said occurred within 30 minutes of each other in the Karol Bagh, Greater Kailash and Connaught Place markets, the Times of India reported. Three more explosive devices were defused, including one at Children's Park at India Gate, the newspaper said.
TV news channel CNN-IBN said it received an e-mail shortly before the blasts from a group calling itself the Indian Mujahedin.
"Do whatever you can. Stop us if you can," the e-mail said.
Indian Mujahedin has claimed to be behind recent bombings in Jaipur and Bangalore.