The suspect identified as Winston Marshall was arrested when he was about to board the New York bound, Qatar Airways from Doha, based on a tip-off from the Intelligence Bureau.
"During the security check, we found a knife in his baggage. When we questioned him, he could not give any reason so he was detained and handed over to the police," a security official at the airport said in a news agency report.
A knife and some documents were reportedly found from the detainee, who was on his way to board a flight to New York when he was detained.
It has been said that Marshall had recently visited Pakistan and Bangladesh.
Marshall is now being interrogated by the Delhi police for his links with 26/11 accused David Headley.
The suspect had reportedly converted from Christianity to Islam 40 years ago.