The conspirators of the Delhi blast will not be spared as the probe agencies will get to the bottom of the case, Prime Minister Narendra Modi said on Tuesday.

He made the remarks at an event in Bhutan a day after the car blast near the Red Fort. Twelve people were killed in the explosion.

"Today, I come here with a very heavy heart. The horrific incident that took place in Delhi yesterday evening has deeply saddened everyone," he said.

"I understand the grief of the affected families. The entire nation stands with them. I was in touch with all the agencies probing the incident," Modi said.

"Our agencies will get to the bottom of this conspiracy. The conspirators behind this will not be spared. All those responsible will be brought to justice," he said.

King of Bhutan Jigme Khesar Namgyel Wangchuck led a prayer in the presence of thousands of Bhutanese at the Changlimethang stadium in Thimphu for the victims of the Delhi blast.

The Bhutanese leadership conveyed their heartfelt condolences on the tragic loss of precious lives in the explosion in Delhi and offered special prayers for all those affected by the blasts, Indian officials said.

The Delhi Police last night said nine people were killed in the blast and several others sustained injuries. The death toll has gone up to 12, with three people succumbing to their injuries, it said on Tuesday.