After nabbing two suspected Jaish-e-Mohammed militants, police on Tuesday are on the lookout for at least one of their contacts believed to be hiding in Delhi.

Several teams have been despatched to various locations in search of the "third person" even as the interrogation of the two arrested on Monday night from outside the Old Delhi railway station is continuing, police said.

As the operation was in progress, police did not reveal the identity of the militants arrested with 2 kg of RDX and Rs 5 lakh.

"We suspect that a module of the JeM is operating in the capital," an official said.

"We are grilling them to elicit information about their plan of action and origin of the explosives," he added.

The duo in their mid-thirties, landed in the police net as they were waiting for someone outside the railway station after arriving by the Kalka Delhi Mail.

The Special Cell of the Delhi police have arrested five militants of the Laskhar-e-Tayiba and Jaish-e-Mohammed in the last two weeks and have foiled plots to carry out terror strikes in the capital.