The wild cat was spotted this morning at the Sohna-Palwal road by some locals, who then informed the police. It later moved towards the residential areas, officials said.
The wildlife department of Gurgaon cordoned off the area, and reportedly managed to capture the leopard after a three-hour chase.
"The leopard was spotted in the Sohna residential area at around 11 AM but it has not hurt anyone," Gurgaon police officer Manish Sehgal told Press Trust of India.
He said a team of local police and wildlife department officials used tranquillisers to capture the leopard.
It is not the first time that a leopard has been spotted near residential areas of Gurgaon. A week ago, a leopard was sighted at the Golf Course area.
These wild animals usually stray into human habitats as there is a scarcity of water in the Aravalli region, officials said.
Last year, a male leopard was killed with sharp edged weapons and sticks in Manesar in which 12 people were injured.
With inputs from agencies