The parents, hailing from Odisha, have left a suicide note written in Odia that nobody was responsible for their act and they were in extreme shock over their son's death.
Police said the couple -- identified as Lakshman Chandra Raut, 35, and Babita Raut, 30 -- jumped from their rented accommodation in Lado Sarai area of south Delhi on Wednesday around 12.15 a.m.
"A suicide note was also recovered from the possession of the couple in which it was mentioned that they were in extreme shock over the death of their son," a police officer said.
"The suicide note was written in Odia. The couple also mentioned in the note that nobody is responsible for their act and they were responsible for their decision," the officer said.
The only son of the couple, Avinash Raut, died of dengue during his treatment in a private hospital on Tuesday.
Police said Avinash was admitted in the hospital on September 4 after he was diagnosed with the symptoms of dengue.