The incident took place last evening, police said today.
Shivani, who was working with a company in Gurgaon till recently, was to get married to Ajay, who works in Singapore, today. They had got engaged on Wednesday.
"Mehndi ceremony had been organised last night at a restaurant on the top floor of TDI Mall in Rajouri Garden. Her relatives said she was doing fine and had even got mehndi applied on her hands. Around 11:30 PM, she suddenly went to the edge and jumped on the road below and died on the spot," a senior police official said.
"We are questioning her close friends and checking the call records of her mobile phone to ascertain the reason behind her taking such an extreme step," he said.