A team of Delhi Police's Special Cell on Saturday morning visited the spot near the Israeli Embassy where an IED blast took place, officials said.
The Special Cell is probing the blast that occurred on Friday evening in the heart of the national capital and collecting evidence as part of the investigation, they said.
The Delhi Police said that the improvised explosive device (IED) went off at 5.05 pm and no one was injured and there was no damage to any property.
An envelope addressed to the Israeli Embassy and containing a note was found at the site of the blast, sources had said on Friday.
They said the envelope was addressed to embassy officials, but did not divulge any further details including content of the note.
The blast took place when President Ram Nath Kovind, Vice President M Venkaiah Naidu and Prime Minister Narendra Modi were present a few kilometres away at the Beating Retreat ceremony at the culmination of the Republic Day celebrations.