Four children sustained serious burn injuries when the fire they lighted to keep themselves warm caught a chemical drum causing an explosion in south-east Delhi early on Monday, police said.
They were taken to hospital with critically damaged limbs.
The accident took place outside a printing press where the children were burning waste materials to beat the freeazing cold.
Delhi has been experiencing a bitter cold as mercury dipped to nearly 4 degree Celsius.
The cold turned worse with northerly winds blowing since Sunday.
In north India 80 people have so far died of intense cold.