The Delhi Disaster Management Authority on April 14 extended the lockdown till midnight of May 3, following the Central government's direction.
In an order signed by Delhi Chief Secretary Vijay Dev, the DDMA said: "In view of extension of lockdown period of Government of India, all such orders whose validity was only till midnight April 14 shall remain valid till midnight of May 3."
Prime Minister Narendra Modi on Tuesday morning announced the extension of the lockdown for 19 days more.
As in several states, including Maharashtra, migrants stepped out heading towards the railway stations or bus stops to get trains and buses to reach home in other states, Kejriwal urged the people in Delhi to stay indoors and asked them to not entertain any rumours.
In a video message, Kejriwal said India was in a better situation than other countries as it imposed the lockdown very timely.
"On March 24, we imposed a lockdown for 21 days. The 21 days completed on Tuesday and the Prime Minister has extended the lockdown till May 3. If we start everything like normal, coronavirus will kill us and our families.
"The 21 day effort we put to control the spread of the infection will be wasted, if we stopped following the discipline and did not stay indoors.
"I urge you all to follow the discipline for some more days till May 3. I understand the issues you all are undergoing. But this is for our families and our own lives."
Kejriwal said many will be restless for going to homes in other states.
"If you have any issues for food or shelter, I am there, my government is there. Tell us, we will provide you all."
He also warned people to not fall in any cheating traps, saying no one will be able to drop anyone home.
"No one will be able to drop you home, even after taking a lot of money. Don't get involved in any rumours. No DTC buses are dropping anyone anywhere. All buses are suspended across all the states. Stay where you are. Don't risk your life by stepping out."
Kejriwal also said that all have to stand together in this fight.
He urged people to strictly follow the measures of the nation-wide lockdown.
"The people of Delhi have consistently supported us in the last few days by following all the rules and restrictions imposed on them during the lockdown. I believe that if we continue to strictly follow the rules for the remaining phase of the lockdown, we will be able to win our battle against Corona."