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US Secretary of State Hillary Clinton condemned the attacks, saying the US "stands ready to assist with any investigations of these cowardly actions". UK Foreign Secretary William Hague said he was "shocked and appalled" by the bombings.
The BBC's Rupert Wingfield-Hayes, in Jerusalem, says security at Israeli embassies has been tightened in recent months following warnings of potential attacks, after Iran accused Israel of a series of attacks on its nuclear scientists.
BBC security correspondent Gordon Corera said one of them, Mostafa Ahmadi-Roshan, died last month when motorcyclists placed a "sticky bomb" on his car - a technique similar to that used in previous attacks attributed to the work of Israel's Mossad.
Similarities seen in the Delhi blast could be an indication of the aggressors sending a message that attacks in Tehran will be repaid in kind, he added.
After the explosion in Delhi, Indian TV showed pictures of a burning car near the embassy.
Source: BBC News