The first quake, measuring 3.1 on the Richter scale occurred at 12.41 a.m., the Indian Meteorological Department said.
The IMD said the tremors lasted for three to four seconds.
The epicentre of the quake was centered near Sainik Farms area in South Delhi and happened at a depth of 10 kilometers below the ground.
The second quake, 3.3 in intensity, followed an hour later at 1:41 am and was felt in Delhi and its adjoining satellite towns of Noida and Ghaziabad.
The epicentre of this quake lay further south, centred south-east of Manesar beyond Gurgaon in Haryana.
The last two quakes measuring 2.5 and 2.8 on the Richter Scale occurred at 1.55 am and 3.40 am respectively.
Several people rushed out of their houses after the temblors struck.
"We felt the tremors at least four times in the night. We all came out. The children were scared," said a local resident.
Ramdhar, another resident, said: "I felt the tremors at around 2 am I got scared. When I came out I saw a lot of people gathered outside."
Naresh, another resident, said: "I was sleeping and I felt the tremors suddenly. I came out and saw a lot of people outside."
Roshan Lal, another resident, said: "I felt the tremors at around 12.30 a.m. Then after that I felt them again at around 2 a.m. I rushed out of my dwelling