According to the police, the children were going to board a train to Gujarat.
"The children aged between six and 17 years had come from Nepal and Bihar. They had boarded a local train from Anand Vihar railway station in the afternoon and reached New Delhi Railway station. From here, they were going to somewhere in Gujarat," said a police official.
The children will be produced before the child welfare committee and efforts were on to contact their parents, police said.