Angry relatives of the victims later staged a protest at Sushruta Trauma Centre in north Delhi where the deaths took place in the morning.
"Four people died in the morning in Sushruta Trauma Centre but the reason for their death is yet to be investigated," Deputy Commissioner of Police Sindhu Pillai told IANS.
The Delhi government has ordered a probe into the incident by constituting a three-member committee which will be headed by S.B. Shashank, special secretary (Health), said an official.
According to hospital sources, the deaths took place due to a fault in oxygen supply. "We are verifying it," said a staff member.
The incident came to light around 6.45 a.m. Tuesday, police said.
Three of the victims were identified as Javed, 20, Rajkumar, 35, and Rehana, 36. The fourth, in his late 30s, was yet to be identified.
"A team of five doctors has been deputed to conduct an inquire into the incident. Police are waiting for the hospital inquiry report to register a case," said a police officer.
Initial inquiry revealed that the centralised oxygen supply of the hospital was disrupted due to the fault of an operator which led to the deaths, said the officer.
A private company had installed the centralised oxygen plant in the hospital and it also operated the equipment.
Police said they had not received any formal complaint from the hospital, adding that a hospital inquiry report was awaited.