Police said that the gang was arrested from New Delhi on December 8 and were brought to the city on a transit warrant.
A statement issued by the Central Crime Station said that the gang, posing as officials from the Reserve Bank of India, had cheated a person in October of Rs 22 lakhs.
Police said that the gang sent mails to the victim informaing him that he had "won" a Rs 3.6 crore lottery.