Jaswant, elder son of Ram Kishan Grewal, who killed himself here on Tuesday evening, said the police beat him and thrashed his younger brother as well as brother-in-law.
Jaswant was detained along with his brother and relative at a police station in the heart of the city.
"We have been ill-treated. We were beaten and abused. We want justice," Jaswat said in a video message.
The grieving son said he had never heard of such conduct by the police towards soldiers' families.
Grewal, 70, committed suicide by consuming poison at a park here, reportedly to demand the implementation of One Rank One Pension scheme.
The police also detained Delhi Deputy Chief Minister Manish Sisodia and Congress Vice President Rahul Gandhi. The latter was allowed to go after some 70 minutes.