Metropolitan Magistrate Vijeta Singh Rawat remanded the legislator to judicial custody after he filed a bail application, which would be heard tomorrow.
Police sought two days custody of Khan, who was arrested this afternoon, saying he was required to be interrogated.
The court, however, refused to grant police custody for the time-being and sent him to jail for a day.
The MLA has been arrested by Delhi Police for the second time in three months on separate complaints of women.
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Police said Khan was called to join investigation at the office of DCP (Southeast) and was arrested on charges of sexual harassment and criminal intimidation.
However, Khan tweeted claiming he was called for a "general discussion" at the DCP office but was arrested. He had alleged that he was "being framed by the police" which is "under pressure" to arrest him.
He was earlier arrested on July 24 on a complaint by a Jasola resident who alleged that he tried to mow her down after she visited his residence to raise the issue of power cuts. He was released on bail on July 28.
That case was registered under Sections 506 (punishment for criminal intimidation) and 509 (word, gesture or act intended to insult the modesty of a woman or eve teasing) of the IPC at Jamia Nagar police station.