The incident was reported around 2:00 pm from the Nehru Place Metro Station, a Central Industrial Security Force (CISF) spokesperson said.
He said an on-duty personnel detected a pistol-like object in a bag when it was being screened by the X-ray machine.
The bag belonged to a man identified as S Mishra (21), a resident of Lucknow in Uttar Pradesh. A country-made pistol was seized from him, the official said.
The man was handed over to the police as he failed to furnish legal documents for possessing the weapon, he said.