When did Delhi become New Delhi?

Delhi is a state which has got several districts. One of the district is New Delhi which is the central part of the Delhi state. India Gate, CP, Parliament, Supreme court and all major central govt offices are situated in New Delhi. Old Delhi is generally reffered to the old Walled city (Chandni chowk, chawri Bazar, Lala kila, Darya Ganj and nearby areas)
Other districts of Delhi are Delhi Cant, South Delhi, East Delhi (Trans-Yamuna), North Delhi, and West Delhi.