An e-mail sent in the name of the group to several media organisations said, "In the name of Allah, the attack is a tribute to Atif Amin and Mohammed Sajid".
Amin and Sajid were IM operatives killed by the police in the Batla House encounter soon after the Delhi serial blasts of September 2008.
Sources said the email is being traced and analysed as its language, tone and tenor are similar to earlier Indian Mujahideen mails.
"We are warning you. If you have the guts, then organize the Commonwealth Games... we know that preparations are on full swing. Be prepared... we are also making preparations... the participants in the Games will be responsible for the outcome," the email said.
Indian Mujahideen angle is being probed because of the promptness with which the email was sent, the sources added.
However, a senior Delhi Police officer said they were not aware of the IM claim.
Believed to be a shadow amalgam of the Students Islamic Movement of India (SIMI) and Lashkar-e-Toiba (LeT), the Indian Mujahideen has been declared a terrorist organisation by the government and has claimed responsibility for several terror attacks in the country including blasts in Delhi, Jaipur, Bangalore, Ahmedabad and Pune.
(With PTI inputs)
Get Breaking news, live coverage, and Latest News from India and around the world on NDTV.com. Catch all the Live TV action on NDTV 24x7 and NDTV India. Like us on Facebook or follow us on Twitter and Instagram for latest news and live news updates.