The sources said a total of 8.5 kg of precious metal was allegedly found missing from the customs vault.
Authorities ordered the CBI probe after it surfaced that gold seized from smugglers mysteriously disappeared from customs vaults at the IGI Airport.
There have been many cases of gold, both in form of bullion and jewellery, going missing in the last over four years from the customs warehouse.
In all these cases, it was replaced with non-precious yellow-coloured metal, official sources said.
The cases of disappearance of gold had earlier been reported to the Delhi Police. As the pilferage continued, the Finance Ministry decided to recommend a CBI probe following approval of Finance Minister Arun Jaitley, the sources said.
The vigilance wing of the Finance Ministry is also looking into the suspected role of customs officials, the sources said.
Earlier, Delhi customs in reply to an RTI query had said over 23 kg of gold worth more than Rs 6 crore had gone missing from its warehouse.
In June last year, the customs officials had lodged an FIR in connection with the disappearance of 11 kg of gold worth Rs 2.92 crore from its vault. The gold was seized in five incidents from passengers at the international airport.