All hotels in India have a security check: in most cases its security theater, in some it is a proper check. In Delhi, especially, where there are diplomats, foreign dignitaries, Indian politicians, and sometimes even heads of state staying in these central hotels, the security checks are quite strictly followed. Everyone has to go through them, and all bags larger than a handbag are sent through a scanner. You don't have to take off your belt or watches, but it is expected to empty out any metal items from your pockets and, in cases of small bags/purses, open them and show the security guard what's in them.

The only exceptions to this are if you are one of the above-mentioned diplomats (no checks for diplomatic bags of course), dignitaries, politicians etc, and even then it really depends on how important you are. I know some MPs who regularly visit this hotel and always go through the security check.