Officials from the company said the initiative is aimed at equipping the young girls with the necessary skills so that they can take care of their own safety.
Besides physical training, the participants will also be given tips to handle "difficult situations".
The officials said the BSES Yamuna Power Limited (BYPL) has partnered with the Delhi Police's Special Unit for Women and Children.
In the phase first, over 500 young girls and women have already been trained as part of this initiative.
They said the training programme spread over 10 days strives to educate women and young girls on the importance of speaking out, raising an alarm and getting out of tricky situations.
On successful completion of the training module, the participants are also awarded certificates by the Delhi Police.