As part of the drill, a chopper landed on top of the 25-storey headquarters of the RBI in the high security area, taking everyone by surprise.
Onlookers said choppers were hovering around the area for some time before one of them landed on top of the building.
A senior police official said it was a security drill designed while keeping in mind any possible scenarios.
However, he refused to share any details.
The RBI sources also confirmed that it was a "mock drill" carried out by the central bank's in-house security department with the help from other agencies.