Pictures and videos posted on social media show cherry-sized ice balls and streets covered in white.
Many people compared the unusual sight to scenes from Chicago or London.
Hailstorms "are not rare for Delhi, but their occurrence is infrequent," according to US website Accuweather's senior meteorologist Jason Nicholls.
The severe weather also forced more than 30 flights to be diverted during the early hours of the evening.
However, the hail and rain storm did have an upside. Apart from delighting Delhi's residents, it also helped improve the city's notoriously toxic air quality.
(BBC News / Pics - TOI)