The 27-year-old victim was a veterinarian and was found by a passer-by in a tunnel on the outskirts of the city, the Independent newspaper reported.
Police arrested at least two people they suspected of offering to help the woman repair a pierced tire in her motorcycle, but instead took her to a secluded place and killed her.
The newspaper pointed out that the body of the woman had been burned so severe that her family was able to identify them only from the necklace she was wearing; did not reveal the identity of the victim for legal reasons.
"My daughter was very clean and I want the accused to be burned alive," the victim's mother said.
The victim's sister said she reported her disappearance on Tuesday night after receiving a disturbing phone call after her bicycle had been punctured. New Delhi television reported that the victim had asked her sister to stay on the phone with her as there were many unidentified men in the area and she was "scared."
During the call, someone appeared to offer help, and the victim told her sister that she would call her again soon, but that was the last time they spoke. Her body was found Thursday morning and police are still searching for her vehicle.
India is one of the most dangerous countries for women because of widespread sexual violence and harassment, according to a 2018 survey.
The country has been rocked by a series of sexual assaults in recent years, most notably a case that shocked the world in 2012, in which a gang raped and killed a 23-year-old woman.