India's Meteorological Department (IMD) said first a 3.1-magnitude tremor struck at 12.41 am local time (1911 GMT) at a depth of 10 kilometres, placing its epicentre in the capital city of nearly 10 million people.
Almost exactly an hour later, a second, marginally larger 3.3-magnitude quake also struck, the IMD said on its website.
An AFP reporter in Delhi said the tremor shook buildings audibly, and that there were at least two minor aftershocks.