Kejriwal also asked AAP MLAs to be prepared to go jail as he claimed that Delhi Police were looking to frame his party's legislators.
"These people (the Centre) have destroyed the ACB. Had ACB been under the control of the state government, Asim Khan would have been in jail by now.
"These people destroyed the ACB, which is why we've had to ask the CBI to probe the matter," he said at an interaction with AAP MLAs and their families.
The interaction, which lasted for nearly three hours, was aimed at reiterating the party's ideology to the MLAs following the Khan episode.
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Khan, who was serving as the Delhi Environment, Food and Supplies Minister, was sacked on Friday over graft allegations.
Sending a stern message to its MLAs and party members, the chief minister said "nobody will be spared" if an episode like the one involving Khan was repeated.
Kejriwal stressed that the party has "zero tolerance" towards corruption.
Kejriwal and Deputy Chief Minister Manish Sisodia urged the legislators to think about the embarrassment to their families in case they were involved in any transgression.
Kejriwal also asked the family members of the MLAs to alert them if they found them to be making any mistake.
"One makes a mistake and everyone has to suffer... The family, the party," he said.
Interestingly, all AAP MLAs, including another sacked minister, Jitendra Singh Tomar, who was arrested in a fake degree case, and Malviya Nagar MLA Somnath Bharti, who was arrested in a domestic violence case, were present at the meeting.