Three Tibetans protest outside Li's hotel
Three Tibetan students climbed on top of a structure in a filling station near the hotel and shouted slogans for a free Tibet, an official said.
They also displayed a banner that read "Li Keqiang, Tibet will be free".
The three students were detained by police.
Several roads were blocked and Metro stations shut in view of Li's visit to the Indian capital. He came Sunday and leaves Tuesday for Mumbai.
There have been no major incidents of protest by Tibetans during the visit.