With gambling being illegal, I'd imagine the closest you'd get to a casino in Delhi, would be something like the old secret gambling dens that they had in London and various other cities back in the 1960's.
While you might not get caught by the authorities, its certainly not somewhere that I'd recommend looking for, and I'd forget about gambling in India and just save it till you got back home. I'm sure you can find plenty of other things you can do, and other things to spend your money on anyway.