According to police, the incident occured on Mar 21 night in Laxman Jhula area.
An FIR was lodged on Saturday, Mar 27, against some foreigners and Indians, police said.
It is alleged that the 30-year-old woman, who hails from London, lodged a complaint with the police but no FIR was filed.
Later, she went to Delhi and lodged a report with the British Embassy and an FIR was filed after the intervention of embassy officials.
Superintendent of Police (SP), Pushpak Jyoti said, "We have picked up some people for interrogation."
The police officer further said that a medical examination of the woman has been conducted but the report is awaited.