Getting ready for the U.S. Visa interview can be really scary.. If you have the right information you can do it without worrying. This guide will help you with the U.S. Consulate in Delhi. It will show you what to do step by step. You will be totally ready for the U.S. Visa interview at the U.S. Consulate, in Delhi. You will not make the same mistakes that other people make. 1. Find Out Where It Is The U.S. Embassy and Consulate in New Delhi is in a place called Chanakyapuri.